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Model averaging in a multiplicative heteroscedastic model - MaRDI portal

Model averaging in a multiplicative heteroscedastic model (Q5861029)

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scientific article; zbMATH DE number 7484551
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English
Model averaging in a multiplicative heteroscedastic model
scientific article; zbMATH DE number 7484551

    Statements

    title
    Model averaging in a multiplicative heteroscedastic model (English)
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    author
    Yanyuan Ma
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    Alan T. K. Wan
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    Xinyu Zhang
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    Shang-Wei Zhao
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    Shou-Yang Wang
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    publication date
    4 March 2022
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    zbMATH Keywords
    heteroscedasticity-robust
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    model averaging
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    multiplicative heteroscedasticity
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    plug-in
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    squared prediction risk
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    cites work
    Q3549440
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    Q5812325
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    Q3823646
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    Q3283298
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62F12
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    62P20
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    zbMATH DE Number
    7484551
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    OpenAlex ID
    W3033293355
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