Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
《从固定 X 到随机 X 回归:偏差方差分解、协方差惩罚与预测误差估计》讨论
Rosset and Tibshirani are to be congratulated for addressing an important yet under-studied topic of modern statistics, so-called Random-X prediction in regression analysis. In statistics, Random-X...