Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878): Difference between revisions

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Latest revision as of 09:22, 30 July 2024

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Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
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    Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (English)
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    9 August 2013
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    adaptive estimation
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    James-Stein estimator
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    out-of-sample prediction
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    oracle estimator
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    ridge regression
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