CANONICAL THRESHOLDING FOR NONSPARSE HIGH-DIMENSIONAL LINEAR REGRESSION

Keyphrases

• Regression Coefficient 100%
• Non-sparse 100%
• High-dimensional Regression 100%
• Regression Problem 66%
• Eigenvalues 66%
• Relative Error 66%
• Numerical Simulation 33%
• Sparsity 33%
• Covariance 33%
• Least Absolute Shrinkage and Selection Operator (LASSO) 33%
• Linear Regression 33%
• Prediction Error 33%
• Covariance Matrix 33%
• Mean Squared Error 33%
• Threshold Estimation 33%
• Canonical Form 33%
• Effective Dimension 33%
• Fixed Design 33%
• Random Design 33%
• Structural Assumption 33%
• Minimax Lower Bound 33%
• Family of Estimators 33%
• Principal Component Regression 33%

Mathematics

• Regression Coefficient 100%
• Thresholding 100%
• Linear Regression 100%
• Eigenvalue 66%
• Relative Error 66%
• Optimality 33%
• Numerical Simulation 33%
• Sufficient Condition 33%
• Covariance 33%
• Minimax 33%
• Covariance Matrix 33%
• Squared Error 33%
• Prediction Error 33%
• Explicit Form 33%
• Canonical Form 33%
• Effective Dimension 33%
• Principal Component Regression 33%