Error Variance Estimation in Ultrahigh-Dimensional Additive Models

Mathematics

• Additive Models 82%
• Variance Estimation 80%
• Error Estimation 74%
• Estimate 31%
• High-dimensional 27%
• Cross-validation 19%
• Nonparametric Model 19%
• Screening 18%
• Mean Squared Error 16%
• Statistical Inference 16%
• Asymptotic Normality 16%
• Independence 15%
• Linear Model 15%
• Monte Carlo Simulation 14%
• Regression Model 14%
• Roots 12%
• Methodology 12%
• Simulation Study 12%
• Asymptotic Behavior 12%
• Performance 10%

Business & Economics

• Variance Estimation 100%
• Additive Models 90%
• Cross-validation 21%
• Monte Carlo Simulation 21%
• Spurious Correlation 20%
• Statistical Inference 19%
• Asymptotic Normality 18%
• Nonparametric Model 18%
• Mean Squared Error 16%
• Finite Sample 14%
• Screening 13%
• Simulation Study 13%
• Regression Model 11%
• Methodology 6%
• Performance 5%