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Linear regression under model uncertainty - MaRDI portal

Linear regression under model uncertainty (Q6149350)

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scientific article; zbMATH DE number 7799988
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Linear regression under model uncertainty
scientific article; zbMATH DE number 7799988

    Statements

    title
    Linear regression under model uncertainty (English)
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    author
    Shuzhen Yang
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    Jian-feng Yao
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    publication date
    5 February 2024
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    zbMATH Keywords
    robust regression
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    \(G\)-normal distribution
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    distribution uncertainty
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    heteroscedastic error
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    S\&P index
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    Identifiers

    arXiv ID
    2108.02140
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    zbMATH DE Number
    7799988
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    OpenAlex ID
    W4390240740
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    DOI
    10.3934/PUQR.2023024
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