Detection boundary in sparse regression

DOI10.1214/10-EJS589zbMath1329.62314arXiv1009.1706MaRDI QIDQ1952112

Nicolas Verzelen, Alexandre B. Tsybakov, Yuri I. Ingster

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1706

zbMATH Keywords

sparsityhigh-dimensional regressionminimax hypothesis testingdetection boundarysparse vectors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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