Asymptotic Normality in Linear Regression with Approximately Sparse Structure
In this paper, we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors, <i>p</i>, is proportional to the number of obse...
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
MDPI AG
2022-05-01
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| Σειρά: | Mathematics |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.mdpi.com/2227-7390/10/10/1657 |