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Journal of the American Statistical Association

Volume 113, 2018 - Issue 521
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Theory and Methods

Error Variance Estimation in Ultrahigh-Dimensional Additive Models

Zhao ChenDepartment of Statistics, The Pennsylvania State University at University Park, PA;Department of Operations Research & Financial Engineering, Princeton University, Princeton, NJ
,
Jianqing FanSchool of Data Science, Fudan University;Department of Operations Research & Financial Engineering, Princeton University, Princeton, NJ
&
Runze LiDepartment of Statistics and The Methodology Center, The Pennsylvania State University, University Park, PACorrespondenceril4@psu.edu
Pages 315-327
Received 01 Dec 2013
Published online: 26 Sep 2017

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