Model averaging for multivariate multiple regression models (Q4639157)

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scientific article; zbMATH DE number 6865962
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Model averaging for multivariate multiple regression models
scientific article; zbMATH DE number 6865962

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    Model averaging for multivariate multiple regression models (English)
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    3 May 2018
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    asymptotic optimality
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    Mahalanobis distance
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    Mallows criterion
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    model averaging
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    multivariate multiple regression model
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