Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Created claim: Wikidata QID (P12): Q114060456, #quickstatements; #temporary_batch_1705751991639
Property / Wikidata QID
 
Property / Wikidata QID: Q114060456 / rank
 
Normal rank

Revision as of 14:04, 20 January 2024

scientific article
Language Label Description Also known as
English
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
scientific article

    Statements

    Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (English)
    0 references
    0 references
    0 references
    2 November 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    anticoncentration
    0 references
    covariance matrices
    0 references
    decision theory
    0 references
    least squares
    0 references
    lower bounds
    0 references
    statistical learning theory
    0 references
    0 references