Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lee, Sungyoon, Lee, Sokbae
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory Machine Learning Econometrics 62J05, 62J07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2305.12883