Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression (Q4632664)
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scientific article; zbMATH DE number 7049281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression |
scientific article; zbMATH DE number 7049281 |
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Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression (English)
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30 April 2019
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data splitting
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dimension reduction
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high dimensionality
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refitted cross-validation
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sure screening
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variable selection
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variance estimation
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