Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit

Mathematics

• Pursuit 100%
• Heteroscedasticity 98%
• High-dimensional 65%
• Regression 61%
• Homoscedasticity 23%
• Heteroscedastic Regression 22%
• Heteroscedastic Model 21%
• Concentration Inequalities 20%
• Parameter Selection 20%
• Parameter Tuning 19%
• Estimator 19%
• Tuning 18%
• Sparsity 16%
• Linear Regression Model 15%
• Theoretical Analysis 15%
• Regression Model 13%
• Rate of Convergence 12%
• Estimate 7%
• Model 5%

Business & Economics

• Heteroscedasticity 96%
• Estimator 25%
• Homoscedasticity 25%
• Rate of Convergence 19%
• Linear Regression Model 18%
• Theoretical Analysis 15%
• Regression Model 13%