Linear regression under model uncertainty (Q6149350)

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scientific article; zbMATH DE number 7799988
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Linear regression under model uncertainty
scientific article; zbMATH DE number 7799988

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    Linear regression under model uncertainty (English)
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    5 February 2024
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    robust regression
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    \(G\)-normal distribution
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    distribution uncertainty
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    heteroscedastic error
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    S\&P index
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