Error Variance Estimation in Ultrahigh-Dimensional Additive Models (Q4690960)

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scientific article; zbMATH DE number 6962794
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Error Variance Estimation in Ultrahigh-Dimensional Additive Models
scientific article; zbMATH DE number 6962794

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    Error Variance Estimation in Ultrahigh-Dimensional Additive Models (English)
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    23 October 2018
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    feature screening
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    refitted cross-validation
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    sparse additive model
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    variance estimation
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