Abstract
We consider a class of generalized regularized sample regression procedures depending on an arbitrary function.
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© 2000 Springer Science+Business Media New York
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Serdobolskii, V. (2000). Quadratic Risk of Linear Regression with a Large Number of Random Predictors. In: Multivariate Statistical Analysis. Theory and Decision Library, vol 41. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-9468-4_9
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DOI: https://doi.org/10.1007/978-94-015-9468-4_9
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5593-4
Online ISBN: 978-94-015-9468-4
eBook Packages: Springer Book Archive