Estimation of Error Variance in Regularized Regression Models via Adaptive Lasso
Estimation of error variance in a regression model is a fundamental problem in statistical modeling and inference. In high-dimensional linear models, variance estimation is a difficult problem, due to the issue of model selection. In this paper, we propose a novel approach for variance estimation th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/11/1937 |