Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors

DOI10.1080/00031305.2017.1302359OpenAlexW2602391888MaRDI QIDQ5868153

Gyuhyeong Goh, Dey, Dipak K.

Publication date: 20 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2017.1302359

zbMATH Keywords

consistencycorrelated errorsultrahigh-dimensionalitypartial orthogonalitymutual orthogonality

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Marginal empirical likelihood and sure independence feature screening
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Sure Independence Screening for Ultrahigh Dimensional Feature Space

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