Multi-criteria optimization in regression
DOI10.1007/S10479-021-03990-9zbMATH Open1478.90121OpenAlexW3136679899MaRDI QIDQ2070684FDOQ2070684
Authors: Mike G. Tsionas
Publication date: 24 January 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-03990-9
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heteroskedasticityregressionautocorrelationinstrumental variablesmulti-criteria optimizationspecification error
Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29) Portfolio theory (91G10)
Cites Work
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