In a sharp-floor Gaussian regime, subtracting a same-sample floor estimate from retained PCR denominators makes the conditional prediction risk of dPCR vanish relative to the best ordinary PCR rank.
Olivier Ledoit and Sandrine Péché
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De-floored Principal Component Regression: When Rank Selection Alone Is Insufficient for Prediction
In a sharp-floor Gaussian regime, subtracting a same-sample floor estimate from retained PCR denominators makes the conditional prediction risk of dPCR vanish relative to the best ordinary PCR rank.