The Mean Squared Error of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors.
Sungyoon LeeSokbae LeePublished in: CoRR (2023)
Keyphrases
- least squares
- linear regression
- error analysis
- quantile regression
- special case
- robust estimation
- parameter estimation
- ls svm
- canonical correlation analysis
- ordinary least squares
- restrictive assumptions
- error minimization
- regression problems
- levenberg marquardt
- regression methods
- weighted least squares
- maximum likelihood
- regression model
- sparse linear
- general conditions
- gaussian process regression
- support vector regression