Model averaging estimation for high-dimensional covariance matrices with a network structure

DOI10.1093/ECTJ/UTAA030MaRDI QIDQ5083255zbMATH OpenOpenAlexFDO

Authors Rong Zhu, Xinyu Zhang, Yanyuan Ma, Guohua Zou

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://europepmc.org/articles/pmc7946866

zbMATH Keywords

consistencymodel averagingasymptotic optimalityMallows criterioncovariance regression network model

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Instrumental variable model average with applications in Mendelian randomization
• scientific article; zbMATH DE number 7295023 (Why is no real title available?)

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