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Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression - MaRDI portal

Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804)

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Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
scientific article

    Statements

    title
    Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (English)
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    author
    Xavier Gendre
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    publication date
    24 May 2013
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    zbMATH Keywords
    Gaussian regression
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    heteroscedasticity
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    model selection
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    Kullback risk
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    convergence rate
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    Identifiers

    DOI
    10.1214/08-EJS267
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    zbMATH DE Number
    6165738
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    arXiv ID
    0807.2547
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    OpenAlex ID
    W3103593996
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