Asymptotic Normality in Linear Regression with Approximately Sparse Structure
In this paper, we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors, <i>p</i>, is proportional to the number of observations, <i...
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| Auteurs principaux: | , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
MDPI AG
2022-05-01
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| Collection: | Mathematics |
| Sujets: | |
| Accès en ligne: | https://www.mdpi.com/2227-7390/10/10/1657 |
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