Ridge regression and asymptotic minimax estimation over spheres of growing dimension (Q5963493)
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scientific article; zbMATH DE number 6543262
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| English | Ridge regression and asymptotic minimax estimation over spheres of growing dimension |
scientific article; zbMATH DE number 6543262 |
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Ridge regression and asymptotic minimax estimation over spheres of growing dimension (English)
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22 February 2016
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adaptive estimation
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equivariance
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Marčenko-Pastur distribution
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random matrix theory
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0.90754575
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0.89401966
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0.88924617
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0.88319397
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