B Online Theoretical Result Supplement for ‘A One- Covariate at a Time, Multiple Testing Approach to Variable Selection in Large Datasets’by A. Chudik,
نویسندگان
چکیده
This online Supplement is organised as follows: Section A provides supplementary lemmas for the Appendix of the main paper. Section B provides a proof of Theorem 3. Section C provides a discussion of various results related to the case where both signal and noise variables are mixing. Section D presents lemmas related to mixing regressors. Section E provides lemmas for the case where the regressors are deterministic while Section F provides some further supplementary lemmas needed for Sections B and C of this Supplement.
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