Minimax risks for sparse regressions: ultra-high dimensional phenomenons
From MaRDI portal
Publication:1950804
DOI10.1214/12-EJS666zbMath1334.62120arXiv1008.0526MaRDI QIDQ1950804
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.0526
dimension reduction; adaptive estimation; minimax risk; high-dimensional regression; high-dimensional geometry
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