Optimal model averaging for multivariate regression models (Q2078519)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal model averaging for multivariate regression models |
scientific article |
Statements
Optimal model averaging for multivariate regression models (English)
0 references
1 March 2022
0 references
asymptotic optimality
0 references
consistency
0 references
\(F\) distribution
0 references
model averaging
0 references
weight choice
0 references
0 references
0 references
