Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237)

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Canonical thresholding for nonsparse high-dimensional linear regression
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    Canonical thresholding for nonsparse high-dimensional linear regression (English)
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    23 March 2022
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    high-dimensional linear regression
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    covariance eigenvalues decay
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    thresholding
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    relative errors
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    principal component regression
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