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Semiparametric weighted lease squares - MaRDI portal

Semiparametric weighted lease squares (Q3822990)

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Semiparametric weighted lease squares
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    Semiparametric weighted lease squares (English)
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    1989
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    heteroscedastic linear regression model
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    normally distributed errors
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    weighted least squares estimate
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    generalized least squares estimate
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    rate of convergence
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    kernel regression
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    optimal bandwidth
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