Consistent Risk Estimation in Moderately High-Dimensional Linear Regression

DOI10.1109/TIT.2021.3095375zbMath1486.62208arXiv1902.01753OpenAlexW3181282147MaRDI QIDQ4958281

Ji Xu, Daniel Hsu, Arian Maleki, Kamiar Rahnama Rad

Publication date: 7 September 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.01753

zbMATH Keywords

consistency of risk estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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