Heteroscedasticity‐robust<i>Cp</i>model averaging (Q5093218): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/ectj.12009 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2961495148 / rank | |||
Normal rank | |||
Revision as of 18:06, 19 March 2024
scientific article; zbMATH DE number 7563575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroscedasticity‐robust<i>Cp</i>model averaging |
scientific article; zbMATH DE number 7563575 |
Statements
Heteroscedasticity‐robust<i>Cp</i>model averaging (English)
0 references
26 July 2022
0 references
asymptotic optimality
0 references
heteroscedastic errors
0 references
Mallows' \(C_p\)
0 references
model averaging
0 references
model selection
0 references
