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