Heteroscedasticity‐robust<i>Cp</i>model averaging (Q5093218)

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scientific article; zbMATH DE number 7563575
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Heteroscedasticity‐robust<i>Cp</i>model averaging
scientific article; zbMATH DE number 7563575

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    Heteroscedasticity‐robust<i>Cp</i>model averaging (English)
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    26 July 2022
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    asymptotic optimality
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    heteroscedastic errors
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    Mallows' \(C_p\)
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    model averaging
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    model selection
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