Error Variance Estimation in Ultrahigh-Dimensional Additive Models

DOI10.1080/01621459.2016.1251440zbMath1398.62135OpenAlexW2561298372WikidataQ64123449 ScholiaQ64123449MaRDI QIDQ4690960

Zhao Chen, Run-Ze Li, Jianqing Fan

Publication date: 23 October 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6052885

zbMATH Keywords

variance estimationfeature screeningsparse additive modelrefitted cross-validation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems, RCV-based error density estimation in the ultrahigh dimensional additive model, Frequentist Model Averaging for the Nonparametric Additive Model, Threshold Selection in Feature Screening for Error Rate Control, Feature Screening with Latent Responses, Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit, Model-Free Feature Screening and FDR Control With Knockoff Features, Variable selection for partially linear models via Bayesian subset modeling with diffusing prior, Ultrahigh dimensional precision matrix estimation via refitted cross validation, Reproducible learning in large-scale graphical models, Revisiting feature selection for linear models with FDR and power guarantees

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