Asymptotic bias of the \(\ell_2\)-regularized error variance estimator (Q6548541)
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scientific article; zbMATH DE number 7858470
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| English | Asymptotic bias of the \(\ell_2\)-regularized error variance estimator |
scientific article; zbMATH DE number 7858470 |
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Asymptotic bias of the \(\ell_2\)-regularized error variance estimator (English)
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1 June 2024
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error variance estimation
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ridge regression
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\(\ell_2\)-regularized estimator
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asymptotic bias
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high-dimension
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