Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Author(s): Fan, Jianqing; Guo, Shaojun; Hao, Ning
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http://arks.princeton.edu/ark:/88435/pr1cm25| Publication Date: | Jan-2012 |
| Electronic Publication Date: | 10-Oct-2011 |
| Citation: | Fan, Jianqing, Guo, Shaojun, Hao, Ning. (2012). Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74 (1), 37 - 65. doi:10.1111/j.1467-9868.2011.01005.x |
| DOI: | doi:10.1111/j.1467-9868.2011.01005.x |
| ISSN: | 1369-7412 |
| Pages: | 37 - 65 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | Journal of the Royal Statistical Society: Series B (Statistical Methodology) |
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