Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878)
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scientific article; zbMATH DE number 6197149
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| English | Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance |
scientific article; zbMATH DE number 6197149 |
Statements
Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (English)
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9 August 2013
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adaptive estimation
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James-Stein estimator
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out-of-sample prediction
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oracle estimator
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ridge regression
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0.7478488087654114
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0.7223523259162903
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0.704747200012207
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0.7010709643363953
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