Robust error density estimation in ultrahigh dimensional sparse linear model

DOI10.1007/s10114-022-1134-2zbMath1493.62197OpenAlexW4283274772MaRDI QIDQ2150677

Feng Zou, Heng-Jian Cui

Publication date: 30 June 2022

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-022-1134-2

zbMATH Keywords

asymptotic propertiesrefitted cross-validation methodrobust density estimationultrahigh dimensional sparse linear model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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