Open AccessPerformance bounds for parameter estimates of high-dimensional linear models with correlated errors
Author(s) -
Weibiao Wu,
Ying Wu
Publication year - 2016
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/16-ejs1108
Subject(s) - mathematics , covariate , lasso (programming language) , dimension (graph theory) , gaussian , sample size determination , linear model , moment (physics) , statistics , computer science , combinatorics , physics , classical mechanics , quantum mechanics , world wide web