Uncertainty quantification for principal component regression

DOI10.1214/21-EJS1837zbMath1471.62396OpenAlexW3149210817MaRDI QIDQ2044374

Suofei Wu, Thomas C. M. Lee, Jan Hannig

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejs1837

zbMATH Keywords

confidence intervalshigh-dimensional datafiducial inferencemodel dimension selection

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) General nonlinear regression (62J02)

Related Items (1)

Uncertainty quantification for honest regression trees

Cites Work

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• Generalized Fiducial Inference via Discretization
• Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review
• Generalized Fiducial Inference for Ultrahigh-Dimensional Regression

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