Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach (Q6561136)
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scientific article; zbMATH DE number 7870592
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| English | Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach |
scientific article; zbMATH DE number 7870592 |
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Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach (English)
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24 June 2024
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feasible generalized least-squares
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mean-squared error
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confidence intervals
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nonparametric methods
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linear model
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0.7939246296882629
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0.7897934913635254
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0.776531457901001
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0.7765114903450012
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