Ridge regression and asymptotic minimax estimation over spheres of growing dimension
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Publication:5963493
DOI10.3150/14-BEJ609zbMath1388.62205arXiv1601.03900OpenAlexW3105622673MaRDI QIDQ5963493
Publication date: 22 February 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.03900
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)
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