High-dimensional asymptotics of prediction: Ridge regression and classification
نویسندگان
چکیده
منابع مشابه
Robust Ridge Regression for High-Dimensional Data
Ridge regression, being based on the minimization of a quadratic loss function, is sensitive to outliers. Current proposals for robust ridge regression estimators are sensitive to bad leverage observations, cannot be employed when the number of predictors p is larger than the number of observations n; and have a low robustness when the ratio p=n is large. In this paper a ridge regression esti...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2018
ISSN: 0090-5364
DOI: 10.1214/17-aos1549