Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors (Q6600889)
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scientific article; zbMATH DE number 7909641
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| English | Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors |
scientific article; zbMATH DE number 7909641 |
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Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors (English)
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10 September 2024
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linear regression
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high-dimensional data
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regularization
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dependent errors
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bootstrap
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