PDF(2577 KB)
Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix
QU Tianyao, SONG Minghui
Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (10) : 3115-3132.
PDF(2577 KB)
PDF(2577 KB)
Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix
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