Variable selection, monotone likelihood ratio and group sparsity

DOI10.1214/22-aos2251arXiv2112.15042OpenAlexW4360879322MaRDI QIDQ6042348

Enno Mammen, Alexandre B. Tsybakov, Mohamed Ndaoud, Cristina Butucea

Publication date: 10 May 2023

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

Full work available at URL: https://arxiv.org/abs/2112.15042

zbMATH Keywords

variable selectionminimax risksparsitygroup variable selectionexact recoveryalmost full recoveryHamming losspivotal selection problem

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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