Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the sparsity in the Gaussian vector model |
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Adaptive estimation of the sparsity in the Gaussian vector model (English)
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14 March 2019
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In this paper, the authors are interested in the twin problems of estimating the complexity of the parameter and testing whether the parameter belongs to some complexity class. For testing, the minimax separation distances for this model are established and a minimax adaptive test is introduced. Extensions to the case of unknown variance are also discussed.
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sparsity estimation and testing
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composite-composite testing problems
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minimax separation distance in testing problems
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