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
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Property / author: Guo Yu / rank | |||||||||||||||
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Property / author: Jacob Bien / rank | |||||||||||||||
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Property / DOI: 10.1093/biomet/asz017 / rank | |||||||||||||||
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Estimating the error variance in a high-dimensional linear model (English) | |||||||||||||||
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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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error variance estimation | |||||||||||||||
Property / zbMATH Keywords: error variance estimation / rank | |||||||||||||||
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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
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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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