A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
Crossref DOI link: https://doi.org/10.1007/s11749-017-0575-x
Published Online: 2017-12-23
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bai, Zhidong
Pan, Guangming
Yin, Yanqing
Funding for this research was provided by:
Ministry of Education - Singapore (2014-T2-2-060)
Ministry of Education - Singapore (SG) (RG25/14)
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