Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028): Difference between revisions

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Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
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    Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (English)
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    30 May 2022
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    generalized linear model
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    Lasso
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    pivotal statistic
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    sparsity
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