Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity (Q6579382)
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scientific article; zbMATH DE number 7887487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity |
scientific article; zbMATH DE number 7887487 |
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Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity (English)
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25 July 2024
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model averaging
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nonparametric varying-coefficient models
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multiplicative heteroscedasticity
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prediction error
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maximum likelihood estimation
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B-spline smoothing
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