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Dense Signals, Linear Estimators, and Out-of-Sample Prediction for
  High-Dimensional Linear Models
v1v2v3 (latest)

Dense Signals, Linear Estimators, and Out-of-Sample Prediction for High-Dimensional Linear Models

15 February 2011
Lee H. Dicker
ArXiv (abs)PDFHTML

Papers citing "Dense Signals, Linear Estimators, and Out-of-Sample Prediction for High-Dimensional Linear Models"

3 / 3 papers shown
Shrinkage estimators for prediction out-of-sample: Conditional
  performance
Shrinkage estimators for prediction out-of-sample: Conditional performance
Nina Huber
Hannes Leeb
294
7
0
05 Sep 2012
Residual variance and the signal-to-noise ratio in high-dimensional
  linear models
Residual variance and the signal-to-noise ratio in high-dimensional linear models
Lee H. Dicker
287
5
0
31 Aug 2012
Optimal Estimation and Prediction for Dense Signals in High-Dimensional
  Linear Models
Optimal Estimation and Prediction for Dense Signals in High-Dimensional Linear Models
Lee H. Dicker
259
8
0
20 Mar 2012
1
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