Fixed and random covariance regression analyses

DOI10.1214/25-AOS2515MaRDI QIDQ6926370zbMATH OpenFDO

Authors Tao Zou, Wei Lan, Runze Li, Chih-Ling Tsai

Publication date 24 September 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-4/Fixed-and-random-covariance-regression-analyses/10.1214/25-AOS2515.full

zbMATH Keywords

bias-variance decompositioncovariance regressionexpected test errorrandom-\(X\) regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

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