Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mallows criterion for heteroskedastic linear regressions with many regressors |
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Mallows criterion for heteroskedastic linear regressions with many regressors (English)
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30 June 2021
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model selection
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Mallows criterion
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conditional heteroskedasticity
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many regressors
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