Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors
Year of publication: |
1989-05
|
---|---|
Authors: | Andrews, Donald W.K. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Heteroskedasticity | linear regression | nonparametric regression | model selection | asymptotic theory | cross validation |
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