Optimal model averaging for multivariate regression models
type: Item
instance of: scholarly article
title: Optimal model averaging for multivariate regression models
zbMATH Open document ID: 1493.62314
author: Jun Liao
author: Alan T. K. Wan
author: Shuyuan He
author: Guohua Zou
published in: Journal of Multivariate Analysis
publication date: 2022-03-01T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7482232
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: consistency
zbMATH Keywords: \(F\) distribution
zbMATH Keywords: model averaging
zbMATH Keywords: weight choice
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104858
OpenAlex ID: W3212713555
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DOI: 10.1016/J.JMVA.2021.104858
description: scientific article; zbMATH DE number 7482232