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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance |
scientific article |
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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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