SLOPE is adaptive to unknown sparsity and asymptotically minimax

DOI10.1214/15-AOS1397zbMath1338.62032arXiv1503.08393OpenAlexW2963943067MaRDI QIDQ292875

Weijie Su, Emmanuel J. Candès

Publication date: 9 June 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.08393

zbMATH Keywords

SLOPEadaptivitysparse regressionBenjamini-Hochberg procedurefalse discovery rate (FDR)FDR thresholding

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Paired and multiple comparisons; multiple testing (62J15)

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Uses Software

• OSCAR
• covTest

Cites Work

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