Variance Estimation for High-Dimensional Regression Models

Vladimir Spokoiny

doi:10.1006/jmva.2001.2023

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Variance Estimation for High-Dimensional Regression Models

Vladimir Spokoiny

Year: 2002 Journal: Journal of Multivariate Analysis Vol: 82 (1)Pages: 111-133 Publisher: Elsevier BV

DOI: 10.1006/jmva.2001.2023

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Keywords:

Mathematics Smoothness Curse of dimensionality Statistics Variance (accounting) Regression Regression analysis Variance function Censored regression model Regression function Estimation Differentiable function Function (biology) Nonparametric regression Econometrics Mathematical analysis

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Variance Estimation for High-Dimensional Regression Models

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