A note on the prediction error of principal component regression in high dimensions (Q6050280)
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scientific article; zbMATH DE number 7748859
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| English | A note on the prediction error of principal component regression in high dimensions |
scientific article; zbMATH DE number 7748859 |
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A note on the prediction error of principal component regression in high dimensions (English)
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12 October 2023
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principal component regression
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prediction error
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principal component analysis
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excess risk
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eigenvalue upward bias
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benign overfitting
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