Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression
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Publication:5861470
DOI10.1080/02664763.2020.1780571OpenAlexW3036082639MaRDI QIDQ5861470
Wennan Yan, Xingli Yang, Yu Wang, Ji-Hong Li
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1780571
variance estimationhigh-dimensional linear regressionblocked \(3\times 2\) cross-validationasymptotic normality property
Uses Software
Cites Work
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