Variable selection in robust heteroscedastic models with autoregressive covariance structures using EM-type algorithm

GÖKALP YAVUZ F., GÜNEY Y., ARSLAN O.

15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), Londrina, Brazil, 17 December 2022

  • Publication Type: Conference Paper / Summary Text
  • City: Londrina
  • Country: Brazil
  • Middle East Technical University Affiliated: Yes