High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738)

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High-dimensional asymptotics of prediction: ridge regression and classification
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    High-dimensional asymptotics of prediction: ridge regression and classification (English)
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    27 April 2018
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    high-dimensional asymptotics
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    ridge regression
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    regularized discriminant analysis
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    prediction error
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    random matrix theory
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