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- W2149443363 abstract "We treat the problem of variance estimation of the least squares estimate of the parameter in high dimensional linear regression models by using the Uncor- related Weights Bootstrap ( UBS ). We find a representation of the UBS dispersion matrix and show that the bootstrap estimator is consistent if p 2 /n → 0w herep is the dimension of the parameter and n is the sample size. For fixed dimension we show that the UBS belongs to the R-class as defined in Liu and Singh (1992)." @default.
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- W2149443363 date "2000-04-01" @default.
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- W2149443363 title "Variance estimation in high dimensional regression models" @default.
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