From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Correction

DOI10.1080/01621459.2021.2016420OpenAlexW4200258321MaRDI QIDQ5881107

Ryan J. Tibshirani, Saharon Rosset

Publication date: 9 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2021.2016420

zbMATH Keywords

bias-variance decompositioncovariance penaltiesrandom-X regression

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation

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