VARIANCE ESTIMATION IN HIGH DIMENSIONAL REGRESSION MODELS
| dc.contributor.author | Chatterjee, Snigdhansu | |
| dc.contributor.author | Bose, Arup | |
| dc.date.accessioned | 2026-03-05T19:35:53Z | |
| dc.date.issued | 2000 | |
| dc.description.abstract | We treat the problem of variance estimation of the least squares estimate of the parameter in high dimensional linear regression models by using the Uncorrelated Weights Bootstrap (U BS). We ?nd a representation of the U BS dispersion matrix and show that the bootstrap estimator is consistent if p2/n ? 0 where p is the dimension of the parameter and n is the sample size. For ?xed dimension we show that the U BS belongs to the R-class as de?ned in Liu and Singh (1992). | |
| dc.description.uri | https://www3.stat.sinica.edu.tw/statistica/oldpdf/A10n28.pdf | |
| dc.format.extent | 19 pages | |
| dc.genre | journal articles | |
| dc.identifier.citation | Chatterjee, Snigdhansu, and Arup Bose. “VARIANCE ESTIMATION IN HIGH DIMENSIONAL REGRESSION MODELS.” Statistica Sinica 10 (2000): 497–515. | |
| dc.identifier.uri | http://hdl.handle.net/11603/42037 | |
| dc.language.iso | en | |
| dc.publisher | Institute of Statistical Science, Academia Sinica | |
| dc.relation.isAvailableAt | The University of Maryland, Baltimore County (UMBC) | |
| dc.relation.ispartof | UMBC Mathematics and Statistics Department | |
| dc.rights | This item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author. | |
| dc.title | VARIANCE ESTIMATION IN HIGH DIMENSIONAL REGRESSION MODELS | |
| dc.type | Text | |
| dcterms.creator | https://orcid.org/0000-0002-7986-0470 |