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