Variance estimation based on blocked \(3\times 2\) cross-validation in high-dimensional linear regression (Q5861470)
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scientific article; zbMATH DE number 7482694
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| English | Variance estimation based on blocked \(3\times 2\) cross-validation in high-dimensional linear regression |
scientific article; zbMATH DE number 7482694 |
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Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression (English)
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1 March 2022
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high-dimensional linear regression
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blocked \(3\times 2\) cross-validation
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variance estimation
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asymptotic normality property
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0.8336363434791565
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0.7525550723075867
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0.7387975454330444
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0.7380803227424622
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0.7357193231582642
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