Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Performance bounds for parameter estimates of high-dimensional linear models with correlated errors |
scientific article; zbMATH DE number 6549024
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Performance bounds for parameter estimates of high-dimensional linear models with correlated errors |
scientific article; zbMATH DE number 6549024 |
Statements
Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (English)
0 references
3 March 2016
0 references
consistency
0 references
dependence-adjusted norm
0 references
exponential inequality
0 references
functional and predictive dependence measures
0 references
high-dimensional time series
0 references
impulse response function
0 references
Nagaev inequality
0 references
predictive persistence
0 references
support recovery
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.93950963
0 references
0.89299875
0 references
0.8921426
0 references
0.89059484
0 references
0.88523746
0 references
0.88174236
0 references
0.88142645
0 references
