Estimating the error variance in a high-dimensional linear model
Work
Year: 2019
Type: article
Abstract: The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in ... more
Source: Biometrika
Authors Guo Yu, Jacob Bien
Cites: 63
Cited by: 24
Related to: 10
FWCI: 1.865
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze