{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,17]],"date-time":"2026-08-17T23:14:55Z","timestamp":1787008495974,"version":"build-2736575974"},"reference-count":20,"publisher":"Oxford University Press (OUP)","license":[{"start":{"date-parts":[[2020,1,27]],"date-time":"2020-01-27T00:00:00Z","timestamp":1580083200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"abstract":"<jats:title>Summary<\/jats:title>\n                  <jats:p>We propose a novel estimator of error variance and establish its asymptotic properties based on ridge regression and random matrix theory. The proposed estimator is valid under both low- and high-dimensional models, and performs well not only in nonsparse cases, but also in sparse ones. The finite-sample performance of the proposed method is assessed through an intensive numerical study, which indicates that the method is promising compared with its competitors in many interesting scenarios.<\/jats:p>","DOI":"10.1093\/biomet\/asz074","type":"journal-article","created":{"date-parts":[[2019,11,13]],"date-time":"2019-11-13T07:09:53Z","timestamp":1573628993000},"source":"Crossref","is-referenced-by-count":3,"title":["Estimation of error variance via ridge regression"],"prefix":"10.1093","author":[{"given":"X","family":"Liu","sequence":"first","affiliation":[{"name":"School of Statistics and Management, Shanghai University of Finance and Economics, 777 Guoding Road, Shanghai 200433, China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"S","family":"Zheng","sequence":"additional","affiliation":[{"name":"School of Mathematics & Statistics, Northeast Normal University, 5268 Renmin Street, Changchun 130024, China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"X","family":"Feng","sequence":"additional","affiliation":[{"name":"School of Statistics and Management, Shanghai University of Finance and Economics, 777 Guoding Road, Shanghai 200433, China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2020,1,27]]},"reference":[{"key":"2020012707464649900_B1","first-page":"311","article-title":"Effect of high dimension: By an example of a two sample problem","volume":"6","author":"Bai,","year":"1996","journal-title":"Statist. 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