A note on the prediction error of principal component regression in high dimensions
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Publication:6050280
DOI10.1090/tpms/1196arXiv2212.04959OpenAlexW4387301831MaRDI QIDQ6050280
Publication date: 12 October 2023
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2212.04959
prediction errorprincipal component analysisprincipal component regressionexcess riskbenign overfittingeigenvalue upward bias
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