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Error Variance Estimation in Ultrahigh-Dimensional Additive Models
Error variance estimation plays an important role in statistical inference for high dimensional regression models. This paper concerns with error variance estimation in high dimensional sparse additive model. We study the asymptotic behavior of the traditional mean squared errors, the naive estimate...
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| Publicado no: | J Am Stat Assoc |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6052885/ https://ncbi.nlm.nih.gov/pubmed/30034061 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2016.1251440 |
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