Breakdown Point of Model Selection When the Number of Variables Exceeds the Number of Observations

The classical multivariate linear regression problem assumes p variables X 1 , X 2 ,... ,X p and a response vector y, each with n observations, and a linear relationship between the two: y = Xbeta + z, where z ~ N(0, sigma 2 ). We point out that when p > n, there is a breakdown point for standard...

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Bibliographische Detailangaben

Hauptverfasser:	Donoho, D., Stodden, V.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Electric breakdown Equations Linear regression Noise level Noise reduction Predictive models Signal processing Signal processing algorithms Statistics Vectors
Online-Zugang:	Volltext bestellen
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