Square root penalty: Adaption to the margin in classification and in edge estimation

DOI10.1214/009053604000001066zbMath1080.62047arXivmath/0507422OpenAlexW3099719085MaRDI QIDQ2569239

Sara van de Geer, Alexandre B. Tsybakov

Publication date: 18 October 2005

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

Full work available at URL: https://arxiv.org/abs/math/0507422

zbMATH Keywords

sparsityblock thresholdingpenalized classification rulesquare root penalty

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Pattern recognition, speech recognition (68T10)

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