On the asymptotic risk of ridge regression with many predictors
type: Item
instance of: scholarly article
title: On the asymptotic risk of ridge regression with many predictors
author: Krishnakumar Balasubramanian
author: Prabir Burman
author: Debashis Paul
published in: Indian Journal of Pure \& Applied Mathematics
publication date: 2024-10-24T00:00:00Z
Mathematics Subject Classification ID: 62Jxx
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 60Bxx
zbMATH DE Number: 7931634
zbMATH Keywords: double asymptotics
zbMATH Keywords: eigenvalue decay
zbMATH Keywords: multicollinearity
zbMATH Keywords: ridge regression
zbMATH Keywords: random matrix theory
MaRDI profile type: Publication
cites work: Spectral analysis of large dimensional random matrices
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cites work: Surprises in high-dimensional ridgeless least squares interpolation
cites work: Ridge Regression: Biased Estimation for Nonorthogonal Problems
cites work: Random design analysis of ridge regression
cites work: Linear models. Least squares and alternatives
cites work: Minimax Adaptive Generalized Ridge Regression Estimators
DOI: 10.1007/S13226-024-00646-9
description: scientific article; zbMATH DE number 7931634