Method-of-moments SNR estimators for multivariate high-dimensional linear models are shown to be asymptotically normal, with plug-in standard errors for inference.
Maximum likelihood for variance estimation in high-dimensional linear models
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Estimating Signal-to-Noise Ratios for Multivariate High-dimensional Linear Models
Method-of-moments SNR estimators for multivariate high-dimensional linear models are shown to be asymptotically normal, with plug-in standard errors for inference.