Error Variance Estimation in Ultrahigh-Dimensional Additive Models

Keyphrases

• Additive Model 100%
• Error Variance 100%
• Ultrahigh-dimensional 100%
• Sparse Additive Models 66%
• Monte Carlo Simulation Study 33%
• Proposed Methodology 33%
• Mean Squared Error 33%
• Statistical Inference 33%
• Error Estimates 33%
• Asymptotic Behavior 33%
• Finite Sample Performance 33%
• Asymptotic Normality 33%
• Spurious Correlation 33%
• Nonparametric Model 33%
• Cross-validation Method 33%
• Root-n Consistency 33%
• Sure Independence Screening 33%

Mathematics

• Additive Model 100%
• Variance Estimation 100%
• Error Variance 100%
• Monte Carlo 16%
• Simulation Study 16%
• Regression Model 16%
• Cross-Validation 16%
• Linear Models 16%
• Inferential Statistics 16%
• Squared Error 16%
• Real Data 16%
• Asymptotic Behavior 16%
• Supplementary Material 16%
• Asymptotic Normality 16%
• Nonparametric Model 16%
• Spurious Correlation 16%