Variable selection with Hamming loss
From MaRDI portal
Publication:1800786
DOI10.1214/17-AOS1572zbMath1414.62126arXiv1512.01832MaRDI QIDQ1800786
Alexandre B. Tsybakov, Natalia Stepanova, Cristina Butucea, Mohamed Ndaoud
Publication date: 24 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.01832
exact recovery; adaptive variable selection; almost full recovery; Hamming loss; minimax selectors; nonasymptotic minimax selection bounds, phase transitions
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
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Uses Software
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