The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 38, No. 3 (September/septembre 2010), pp. 352-368 (17 pages) Variability explained by covariates or explained variance is ...
The paper considers statistical inference for the explained variance βTΣβ under the high dimensional linear model Y = X β + ϵ in the semisupervised setting, where β is the regression vector and Σ is ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
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