Ridge regression and asymptotic minimax estimation over spheres of growing dimension

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Title
Ridge regression and asymptotic minimax estimation over spheres of growing dimension
Authors
Keywords
-
Journal
BERNOULLI
Volume 22, Issue 1, Pages 1-37
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2015-09-30
DOI
10.3150/14-bej609

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