Model selection and sharp asymptotic minimaxity

DOI10.1007/S00440-012-0424-5MaRDI QIDQ1955840zbMATH OpenOpenAlexFDO

Authors Zheyang Wu, Harrison H. Zhou

Publication date 19 June 2013

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-012-0424-5

zbMATH Keywords

waveletsmodel selectionmultiple comparisonsFDRsmoothing parameter selectionthresholdingminimax estimationwavelet denoisingsharp asymptotic minimaxity

Mathematics Subject Classification ID

Nonparametric inference (62Gxx)

Cites work

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Cited in

(9)

• SLOPE-adaptive variable selection via convex optimization
• scientific article; zbMATH DE number 2212144 (Why is no real title available?)
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Near-ideal model selection by \(\ell _{1}\) minimization
• Model Selection and Shrinkage: An Overview
• Optimal false discovery control of minimax estimators
• Penalized maximum likelihood estimation and effective dimension
• scientific article; zbMATH DE number 5356146 (Why is no real title available?)
• Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding

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