Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
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Publication:3304842
DOI10.1080/01621459.2018.1543597zbMath1437.62353OpenAlexW3011459111MaRDI QIDQ3304842
Hsin-Cheng Huang, Xiaotong Shen
Publication date: 3 August 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2018.1543597
Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05) Analysis of variance and covariance (ANOVA) (62J10)
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