Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form.
Jean-Marie DufourAbderrahim TaamoutiPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- regression model
- regression methods
- model selection
- prediction model
- regression analysis
- gaussian process
- explanatory variables
- linear regression model
- neural network
- support vector regression
- multivariate regression
- generalized linear
- independent variables
- linear model
- probabilistic inference
- bayesian inference
- artificial neural networks
- decision trees
- probability distribution
- regression method
- association rules
- bayesian networks
- multiple linear regression
- response variable
- machine learning