varEst
The DESCRIPTION file: varEst varEst
Fan, J., Guo, S., Hao, N. (2012).Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Journal of the Royal Statistical Society, 74(1), 37-65 Ravikumar, P., Lafferty, J., Liu, H. and Wasserman, L. (2009). Sparse additive models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71(5), 1009-1030 Tibshirani, R. (1996). Regression shrinkage and selection via the Lasso. Journal of Royal Statistical Society, 58, 267-288