Model averaging in a multiplicative heteroscedastic model (Q5861029)
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scientific article; zbMATH DE number 7484551
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| English | Model averaging in a multiplicative heteroscedastic model |
scientific article; zbMATH DE number 7484551 |
Statements
Model averaging in a multiplicative heteroscedastic model (English)
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4 March 2022
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heteroscedasticity-robust
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model averaging
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multiplicative heteroscedasticity
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plug-in
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squared prediction risk
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0.8332450985908508
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0.8324763774871826
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0.8230764865875244
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0.7952263951301575
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0.7949061989784241
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