Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
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Publication:2091833
DOI10.1214/22-AOS2181zbMath1500.62002arXiv1912.10754WikidataQ114060456 ScholiaQ114060456MaRDI QIDQ2091833
Publication date: 2 November 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.10754
decision theory; least squares; lower bounds; statistical learning theory; covariance matrices; anticoncentration
62J05: Linear regression; mixed models
60B20: Random matrices (probabilistic aspects)
62C20: Minimax procedures in statistical decision theory
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