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Precise asymptotics for the first moment of the error variance estimator in linear models.
Ke-Ang Fu
Weidong Liu
Li-Xin Zhang
Published in:
Appl. Math. Lett. (2008)
Keyphrases
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linear models
variance estimator
variable selection
linear regression
steady state
linear model
gaussian processes
markov chain
causal relationships
error rate
optical flow
importance sampling
generative model