Sourced from the work of Yufan Li, Pragya Sur
Spectrum-Aware Debiasing: A Modern Inference Framework with Applications to Principal Components Regression
Yufan Li, Pragya Sur (2023)
Annals of Statistics (to appear)
📍 Appendix E (Conjectures for ellipsoidal models), Conjecture E.4, p. 89
Source paper where this problem appears.