Variance estimation in high-dimensional linear models
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Publication:2874943
DOI10.1093/biomet/ast065zbMath1452.62495OpenAlexW2119491313MaRDI QIDQ2874943
Publication date: 13 August 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/fc206fa6f7c7d2b8538bcd443f5ecb68717710aa
asymptotic normalityrandom matrix theorysignal-to-noise ratioresidual varianceproportion of explained variation
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)
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