Linear regression under model uncertainty (Q6149350)
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scientific article; zbMATH DE number 7799988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Linear regression under model uncertainty |
scientific article; zbMATH DE number 7799988 |
Statements
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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