Asymptotic bias of the _2-regularized error variance estimator
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Asymptotic bias of the \(\ell 2\)-regularized error variance estimator
Asymptotic bias of the \(\ell 2\)-regularized error variance estimator
Cites work
- scientific article; zbMATH DE number 7370619 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
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- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Scaled sparse linear regression
- Sparse matrix inversion with scaled Lasso
- Spectral convergence for a general class of random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Variance estimation in high-dimensional linear models
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
- \(\ell_{1}\)-penalization for mixture regression models
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