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

@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C99
@@ Property / Mathematics Subject Classification ID: 62C99 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6197149
@@ Property / zbMATH DE Number: 6197149 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adaptive estimation
@@ Property / zbMATH Keywords: adaptive estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+James-Stein estimator
@@ Property / zbMATH Keywords: James-Stein estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+out-of-sample prediction
@@ Property / zbMATH Keywords: out-of-sample prediction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+oracle estimator
@@ Property / zbMATH Keywords: oracle estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ridge regression
@@ Property / zbMATH Keywords: ridge regression / rank @@
+Normal rank

Revision as of 11:07, 28 June 2023