A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting

Keyphrases

• Signal Level 100%
• High-dimensional Models 100%
• Linear Function 50%
• Simulation Study 50%
• Normality 50%
• Sparsity 50%
• Conditional Expectation 50%
• Asymptotic Properties 50%
• High-dimensional Regression 50%
• Finite Sample Performance 50%
• Consistent Estimator 50%
• Explained Variation 50%
• Covariate Distribution 50%
• Coefficient Vector 50%
• Unbiased Estimator 50%

Mathematics

• Covariate 100%
• Dimensional Model 100%
• Statistics 33%
• Linear Function 33%
• Simulation Study 33%
• Conditional Expectation 33%
• Asymptotic Property 33%
• Consistent Estimator 33%
• Unbiased Estimator 33%