Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7036196
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive estimation of the sparsity in the Gaussian vector model |
scientific article; zbMATH DE number 7036196 |
Statements
Adaptive estimation of the sparsity in the Gaussian vector model (English)
0 references
14 March 2019
0 references
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.
0 references
sparsity estimation and testing
0 references
composite-composite testing problems
0 references
minimax separation distance in testing problems
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8109195828437805
0 references
0.7942668199539185
0 references
0.7881782650947571
0 references
0.775336742401123
0 references
0.7705031037330627
0 references
