Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression |
scientific article |
Statements
Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (English)
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24 May 2013
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Gaussian regression
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heteroscedasticity
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model selection
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Kullback risk
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convergence rate
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