Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956)
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scientific article; zbMATH DE number 7365145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mallows criterion for heteroskedastic linear regressions with many regressors |
scientific article; zbMATH DE number 7365145 |
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Mallows criterion for heteroskedastic linear regressions with many regressors (English)
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30 June 2021
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model selection
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Mallows criterion
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conditional heteroskedasticity
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many regressors
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0.8053949475288391
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0.7835642695426941
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0.7725180983543396
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0.7601355314254761
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0.7596897482872009
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