High-dimensional inference for linear model with correlated errors

DOI10.1007/s00184-021-00820-7OpenAlexW3162783859MaRDI QIDQ2075037

Xiao Guo, Panxu Yuan

Publication date: 11 February 2022

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-021-00820-7

zbMATH Keywords

correlated errorsstationary time serieshigh-dimensional inferencefunctional dependence measuredesparsifying Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Inference for high‐dimensional linear models with locally stationary error processes

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