Pages that link to "Item:Q2444339"
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The following pages link to Model selection for regression with heteroskedastic and autocorrelated errors (Q2444339):
Displaying 6 items.
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)