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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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Dades bibliogràfiques
Publicat a:J Am Stat Assoc
Autors principals: Chen, Zhao, Fan, Jianqing, Li, Runze
Format: Artigo
Idioma:Inglês
Publicat: 2017
Matèries:
Accés en línia: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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