Variance estimation for high-dimensional regression models

DOI10.1006/jmva.2001.2023zbMath1010.62033OpenAlexW2062318306MaRDI QIDQ697472

Vladimir Spokoiny

Publication date: 17 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/3972

zbMATH Keywords

variance estimationhigh dimension

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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