https://library.fangraphs.com/principles/linear-weights/
Linear Weights | Sabermetrics Library
Linear Weights are a class of linear run estimators that we use to determine the relative values of particular events. For example, you’re likely familiar with…
linear weightssabermetricslibrary
https://www.statsmodels.org/devel/generated/statsmodels.genmod.generalized_linear_model.GLM.var_weights_name.html
statsmodels.genmod.generalized_linear_model.GLM.var_weights_name - statsmodels 0.15.0 (+990)
generalized linear model
https://edoc.ku.de/id/eprint/28946/
KU.edoc: Linear Hybrid Shrinkage of Weights for Forecast Selection and Combination