A note on the prediction error of principal component regression in high dimensions (Q6050280)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7748859
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the prediction error of principal component regression in high dimensions |
scientific article; zbMATH DE number 7748859 |
Statements
A note on the prediction error of principal component regression in high dimensions (English)
0 references
12 October 2023
0 references
principal component regression
0 references
prediction error
0 references
principal component analysis
0 references
excess risk
0 references
eigenvalue upward bias
0 references
benign overfitting
0 references
0 references
0 references
0 references
0 references
