Error density estimation in high-dimensional sparse linear model

DOI10.1007/s10463-018-0699-0zbMath1437.62271OpenAlexW2901757022WikidataQ128988174 ScholiaQ128988174MaRDI QIDQ2304251

Feng Zou, Heng-Jian Cui

Publication date: 9 March 2020

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-018-0699-0

zbMATH Keywords

asymptotic propertieslaw of the iterated logarithmkernel density estimationhigh-dimensional sparse linear modelrefitted cross-validation method

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Related Items

RCV-based error density estimation in the ultrahigh dimensional additive model, Robust error density estimation in ultrahigh dimensional sparse linear model

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