Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
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Publication:2091833
DOI10.1214/22-AOS2181zbMath1500.62002arXiv1912.10754WikidataQ114060456 ScholiaQ114060456MaRDI QIDQ2091833
Publication date: 2 November 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.10754
decision theoryleast squareslower boundsstatistical learning theorycovariance matricesanticoncentration
Linear regression; mixed models (62J05) Random matrices (probabilistic aspects) (60B20) Minimax procedures in statistical decision theory (62C20)
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