On the asymptotic risk of ridge regression with many predictors (Q6623995)
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scientific article; zbMATH DE number 7931634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic risk of ridge regression with many predictors |
scientific article; zbMATH DE number 7931634 |
Statements
On the asymptotic risk of ridge regression with many predictors (English)
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24 October 2024
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double asymptotics
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eigenvalue decay
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multicollinearity
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ridge regression
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random matrix theory
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