Variance estimation in high-dimensional linear models (Q2874943)
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scientific article; zbMATH DE number 6329731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance estimation in high-dimensional linear models |
scientific article; zbMATH DE number 6329731 |
Statements
Variance estimation in high-dimensional linear models (English)
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13 August 2014
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asymptotic normality
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proportion of explained variation
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random matrix theory
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residual variance
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signal-to-noise ratio
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