Abstract

Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611

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Summary

University of Groningen

Corrigendum: Wang and Leng (2016), High-dimensional ordinary least-squares projection for screening variables, Journal of the Royal Statistical Society Series B, 78, 589–611 Wang, Xiangyu; Leng, Chenlei; Boot, Tom. Corrigendum: Wang and Leng (2016), High-dimensional ordinary least-squares projection for screening variables, Journal of the Royal Statistical Society Series B, 78, 589–611. Wang and Leng (2016), High-­dimensional ordinary least-­squares projection for screening variables, Journal of the Royal Statistical Society Series B, 78, 589–­611. We assume that the rows of the matrix X follow a Gaussian distribution with precision matrix Ω = Σ−1 that satisfies c4− 1n − ∕2 ≤ min(Ω) ≤ max(Ω) ≤ c4n ∕2. This implies the assumption on the condition number of Σ in Assumption A3. J R Stat Soc Series B. 2021;83:880–881

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