A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test |
scientific article |
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27
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4
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896-920
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23 December 2017
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18 September 2019
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A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (English)
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clt
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dependent random variables
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breusch and pagan test
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white's test
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heteroscedasticity
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homoscedasticity
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high-dimensional regression
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design matrix
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0.8886301
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0.8685849
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0.86450535
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0.8578175
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0.8576013
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