Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix

QU Tianyao, SONG Minghui

Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (10) : 3115-3132.

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Journal of System Science and Mathematical Science Chinese Series ›› 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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