Model averaging for multivariate multiple regression models

DOI10.1080/02331888.2017.1367794zbMath1390.62104MaRDI QIDQ4639157

Xinyu Zhang, Rong Zhu, Guo Hua Zou

Publication date: 3 May 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1367794

zbMATH Keywords

asymptotic optimality; Mallows criterion; model averaging; Mahalanobis distance; multivariate multiple regression model

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62P25: Applications of statistics to social sciences

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