Linear regression under model uncertainty

DOI10.3934/PUQR.2023024arXiv2108.02140OpenAlexW4390240740MaRDI QIDQ6149350

Jian-feng Yao, Shuzhen Yang

Publication date: 5 February 2024

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.02140

zbMATH Keywords

robust regression\(G\)-normal distributionheteroscedastic errordistribution uncertaintyS\&P index

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

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