Estimation of error variance via ridge regression
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Publication:5113023
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- Some aspects of response variable selection and estimation in multivariate linear regression
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- On the mean squared error of the ridge estimator of the covariance and precision matrix
- Variance estimation in high-dimensional linear regression via adaptive elastic-net
- Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions
- Sparse covariance matrix estimation for ultrahigh dimensional data
- Asymptotic bias of the _2-regularized error variance estimator
- Random projection-based response best-subset selector for ultra-high dimensional multivariate data
- Fitted value shrinkage
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