Estimating the error variance in a high-dimensional linear model (Q152045): Difference between revisions

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scientific article; zbMATH DE number 7335493
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20 April 2021
Timestamp+2021-04-20T00:00:00Z
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Property / publication date: 20 April 2021 / rank
 
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Property / author: Guo Yu / rank
 
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Property / author: Jacob Bien / rank
 
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Property / DOI
 
Property / DOI: 10.1093/biomet/asz017 / rank
 
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Property / title
 
Estimating the error variance in a high-dimensional linear model (English)
Property / title: Estimating the error variance in a high-dimensional linear model (English) / rank
 
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Property / zbMATH Open document ID: 1464.62350 / rank
 
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Property / published in: Biometrika / rank
 
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Property / full work available at URL: https://arxiv.org/abs/1712.02412 / rank
 
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Property / Mathematics Subject Classification ID: 62J07 / rank
 
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Property / Mathematics Subject Classification ID: 62J05 / rank
 
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Property / Mathematics Subject Classification ID: 62H12 / rank
 
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Property / zbMATH DE Number: 7335493 / rank
 
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Property / zbMATH Keywords
 
error variance estimation
Property / zbMATH Keywords: error variance estimation / rank
 
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Property / zbMATH Keywords
 
Gaussian exponential family
Property / zbMATH Keywords: Gaussian exponential family / rank
 
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Lasso
Property / zbMATH Keywords: Lasso / rank
 
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natural parameterization
Property / zbMATH Keywords: natural parameterization / rank
 
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Property / OpenAlex ID: W2775219695 / rank
 
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Revision as of 08:56, 29 April 2024

scientific article; zbMATH DE number 7335493
Language Label Description Also known as
English
Estimating the error variance in a high-dimensional linear model
scientific article; zbMATH DE number 7335493

    Statements

    6 December 2017
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    20 April 2021
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    stat.ME
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    stat.ML
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    Estimating the error variance in a high-dimensional linear model (English)
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    error variance estimation
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    Gaussian exponential family
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    Lasso
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    natural parameterization
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    Identifiers

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