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Adaptive estimation in the linear random coefficients model when regressors have limited variation - MaRDI portal

Adaptive estimation in the linear random coefficients model when regressors have limited variation

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Publication:6318855

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DOI10.3150/21-BEJ1354arXiv1905.06584MaRDI QIDQ6318855

Christophe Gaillac, Eric Gautier

Publication date: 16 May 2019

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

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