A note on the prediction error of principal component regression in high dimensions (Q6050280): Difference between revisions

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Latest revision as of 03:42, 3 August 2024

scientific article; zbMATH DE number 7748859
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English
A note on the prediction error of principal component regression in high dimensions
scientific article; zbMATH DE number 7748859

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    A note on the prediction error of principal component regression in high dimensions (English)
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    12 October 2023
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    principal component regression
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    prediction error
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    principal component analysis
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    excess risk
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    eigenvalue upward bias
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    benign overfitting
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