Variance Estimation for High-Dimensional Regression Models
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Cited by:
- Sugiyama Masashi & Müller Klaus-Robert, 2005. "Input-dependent estimation of generalization error under covariate shift," Statistics & Risk Modeling, De Gruyter, vol. 23(4), pages 249-279, April.
- Hall, Peter & Yatchew, Adonis, 2010. "Nonparametric least squares estimation in derivative families," Journal of Econometrics, Elsevier, vol. 157(2), pages 362-374, August.
- Paola Gloria Ferrario, 2018. "Partitioning estimation of local variance based on nearest neighbors under censoring," Statistical Papers, Springer, vol. 59(2), pages 423-447, June.
- Mendez, Guillermo & Lohr, Sharon, 2011. "Estimating residual variance in random forest regression," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2937-2950, November.
- Wang, WenWu & Yu, Ping, 2017. "Asymptotically optimal differenced estimators of error variance in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 125-143.
- Giurcanu Mihai & Spokoiny Vladimir, 2004. "Confidence estimation of the covariance function of stationary and locally stationary processes," Statistics & Risk Modeling, De Gruyter, vol. 22(4), pages 283-300, April.
- Inder Tecuapetla-Gómez & Axel Munk, 2017. "Autocovariance Estimation in Regression with a Discontinuous Signal and m-Dependent Errors: A Difference-Based Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 346-368, June.
- P. G. Ferrario & H. Walk, 2012. "Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(4), pages 1019-1039, December.
- Scheder, Regine & Dette, Holger, 2005. "Strictly monotone and smooth nonparametric regression for two or more variables," Technical Reports 2005,17, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Liitiäinen, Elia & Corona, Francesco & Lendasse, Amaury, 2010. "Residual variance estimation using a nearest neighbor statistic," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 811-823, April.
- Juhyun Park & Burkhardt Seifert, 2010. "Local additive estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 171-191, March.
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Keywords
variance estimation regression high dimension;Statistics
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