Variance estimation in high dimensional regression models

Business & Economics

• Variance Estimation 100%
• Bootstrap 97%
• Regression Model 56%
• Sample Size 23%
• Linear Regression Model 19%
• Least Squares 18%
• Matrix 15%
• Estimator 13%

Mathematics

• Variance Estimation 80%
• Bootstrap 64%
• Regression Model 56%
• High-dimensional 55%
• Least Squares Estimate 20%
• Linear Regression Model 16%
• Sample Size 13%
• Estimator 10%
• Class 5%