Estimating the error variance in a high-dimensional linear model (Q152045)
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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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0.832015872001648
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0.7934845685958862
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0.7860604524612427
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0.7690861225128174
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0.7622746825218201
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