Feasible generalized least squares using support vector regression

DOI10.1016/j.econlet.2018.12.001zbMath1410.62120OpenAlexW2902540270WikidataQ128825899 ScholiaQ128825899MaRDI QIDQ1714071

Steve Miller, Richard Startz

Publication date: 31 January 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.12.001

zbMATH Keywords

weighted regressionheteroskedasticityconditional variance functionsupport vector regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10)

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