Appendix of "Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix"

Name: Appendix of "Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix"
Creator: Science Data Bank
Published: 2024-09-13T08:34:57+08:00

DataCite Commons2025-04-27 更新2025-04-16 收录

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The appendix contains the proofs of Lemma 4, Theorem 1, and Theorem 2 in "Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix".

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2024-09-13

Appendix of "Model Averaging of Multivariate Linear Regression Models with Heteroscedastic Covariance Matrix"

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