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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| English | 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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0.8336363434791565
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0.8084934949874878
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0.760046660900116
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0.7508097887039185
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