Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit (Q6165292)
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scientific article; zbMATH DE number 7707222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit |
scientific article; zbMATH DE number 7707222 |
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Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit (English)
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4 July 2023
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HBIC
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heteroscedasticity
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high dimension
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model selection criterion
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sparsity
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