Improved matrix uncertainty selector (Q5499694)

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scientific article; zbMATH DE number 6468295
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Improved matrix uncertainty selector
scientific article; zbMATH DE number 6468295

    Statements

    title
    Improved matrix uncertainty selector (English)
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    author
    Mathieu Rosenbaum
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    Alexandre B. Tsybakov
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    publication date
    30 July 2015
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    zbMATH Keywords
    sparsity
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    MU selector
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    matrix uncertainty
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    errors-in-variables model
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    measurement error
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    restricted eigenvalue assumption
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    missing data
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    Identifiers

    DOI
    10.1214/12-IMSCOLL920
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    zbMATH DE Number
    6468295
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    arXiv ID
    1112.4413
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    OpenAlex ID
    W1508062313
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