Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression (Q4632664)

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scientific article; zbMATH DE number 7049281
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Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
scientific article; zbMATH DE number 7049281

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    Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression (English)
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    30 April 2019
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    data splitting
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    dimension reduction
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    high dimensionality
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    refitted cross-validation
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    sure screening
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    variable selection
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    variance estimation
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