A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730)
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: A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test |
scientific article |
Statements
27
0 references
4
0 references
896-920
0 references
23 December 2017
0 references
18 September 2019
0 references
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (English)
0 references
clt
0 references
dependent random variables
0 references
breusch and pagan test
0 references
white's test
0 references
heteroscedasticity
0 references
homoscedasticity
0 references
high-dimensional regression
0 references
design matrix
0 references
0 references
0 references
0.8886301
0 references
0.8685849
0 references
0.86450535
0 references
0.8578175
0 references
0.8576013
0 references
