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.

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Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (10) : 3115-3132. DOI: 10.12341/jssms23371

Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(10): 3115-3132 https://doi.org/10.12341/jssms23371

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