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On Variance Estimation in Semiparametric Regression Models

โœ Scribed by Cheng, Fuxia


Book ID
111691188
Publisher
Taylor and Francis Group
Year
2005
Tongue
English
Weight
126 KB
Volume
34
Category
Article
ISSN
0361-0926

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Variance Estimation for High-Dimensional
โœ Vladimir Spokoiny ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 190 KB

The paper is concerned with the problem of variance estimation for a highdimensional regression model. The results show that the accuracy n -1/2 of variance estimation can be achieved only under some restrictions on smoothness properties of the regression function and on the dimensionality of the mo