Model averaging for multivariate multiple regression models
From MaRDI portal
Publication:4639157
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
asymptotic optimality; Mallows criterion; model averaging; Mahalanobis distance; multivariate multiple regression model
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62P25: Applications of statistics to social sciences