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Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity - MaRDI portal

Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity (Q6579382)

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scientific article; zbMATH DE number 7887487
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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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