منابع مشابه
Covariance Assisted Screening and Estimation.
Consider a linear model Y = X β + z, where X = Xn,p and z ~ N(0, In ). The vector β is unknown and it is of interest to separate its nonzero coordinates from the zero ones (i.e., variable selection). Motivated by examples in long-memory time series (Fan and Yao, 2003) and the change-point problem (Bhattacharya, 1994), we are primarily interested in the case where the Gram matrix G = X'X is non-...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2019
ISSN: 0167-9473
DOI: 10.1016/j.csda.2018.09.001