Adaptive Handling of Dependence in High-Dimensional Regression Modeling (Q6093501)
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scientific article; zbMATH DE number 7746952
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| English | Adaptive Handling of Dependence in High-Dimensional Regression Modeling |
scientific article; zbMATH DE number 7746952 |
Statements
Adaptive Handling of Dependence in High-Dimensional Regression Modeling (English)
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9 October 2023
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decorrelation
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naive prediction
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penalized estimation
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prediction
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rank-reduced estimation
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