High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | High-dimensional asymptotics of prediction: ridge regression and classification |
scientific article |
Statements
High-dimensional asymptotics of prediction: ridge regression and classification (English)
0 references
27 April 2018
0 references
high-dimensional asymptotics
0 references
ridge regression
0 references
regularized discriminant analysis
0 references
prediction error
0 references
random matrix theory
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references