Consistent Risk Estimation in High-Dimensional Linear Regression.
Ji XuArian MalekiKamiar Rahnama RadPublished in: CoRR (2019)
Keyphrases
- linear regression
- generalized linear models
- high dimensional
- robust regression
- least squares
- regression methods
- regression problems
- ridge regression
- nonlinear regression
- risk management
- linear regression model
- regression model
- low dimensional
- locally weighted
- nearest neighbor
- risk assessment
- kernel regression
- dimensionality reduction
- regression method
- high dimensionality
- linear predictors
- regression trees
- variable selection
- statistically significant
- maximum likelihood
- image sequences