Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Link
http://projecteuclid.org/download/pdfview_1/euclid.ejs/1373461822
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
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3. High-Dimensional Linear Models: A Random Matrix Perspective;Sankhya A;2020-10-06
4. From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation;Journal of the American Statistical Association;2019-02-26
5. Empirical Bayes estimates for a two-way cross-classified model;The Annals of Statistics;2018-08-01
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