Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066)
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English | Test for high-dimensional regression coefficients using refitted cross-validation variance estimation |
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Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (English)
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29 June 2018
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high-dimensional regression
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hypothesis testing
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martingale central limit theorem
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refitted cross-validation variance estimation
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U-statistics
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