Model averaging in a multiplicative heteroscedastic model (Q5861029)
From MaRDI portal
scientific article; zbMATH DE number 7484551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging in a multiplicative heteroscedastic model |
scientific article; zbMATH DE number 7484551 |
Statements
Model averaging in a multiplicative heteroscedastic model (English)
0 references
4 March 2022
0 references
heteroscedasticity-robust
0 references
model averaging
0 references
multiplicative heteroscedasticity
0 references
plug-in
0 references
squared prediction risk
0 references
0 references
