Generalized kernel regularized least squares estimator with parametric error covariance
Year of publication: |
2023
|
---|---|
Authors: | Dang, Justin ; Ullah, Aman |
Subject: | Covariance | Heteroskedasticity | Kernel regularized least squares | Machine learning | Nonparametric estimator | Semiparametric models | Serial correlation | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Kleinste-Quadrate-Methode | Least squares method | Künstliche Intelligenz | Artificial intelligence |
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