Consistent Risk Estimation in Moderately High-Dimensional Linear Regression.
Ji XuArian MalekiKamiar Rahnama RadDaniel HsuPublished in: IEEE Trans. Inf. Theory (2021)
Keyphrases
- linear regression
- generalized linear models
- high dimensional
- least squares
- robust regression
- regression problems
- regression methods
- ridge regression
- risk management
- locally weighted
- linear regression model
- risk assessment
- parameter estimation
- dimension reduction
- predictor variables
- nearest neighbor
- multivariate regression
- regression method
- risk factors
- high dimensional data
- low dimensional
- kernel regression
- high dimensionality
- nonlinear regression
- dimensionality reduction
- support vector
- decision trees