Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance |
scientific article; zbMATH DE number 6197149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance |
scientific article; zbMATH DE number 6197149 |
Statements
Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (English)
0 references
9 August 2013
0 references
adaptive estimation
0 references
James-Stein estimator
0 references
out-of-sample prediction
0 references
oracle estimator
0 references
ridge regression
0 references
0 references
