Detection boundary in sparse regression

DOI10.1214/10-EJS589zbMath1329.62314arXiv1009.1706MaRDI QIDQ1952112

Nicolas Verzelen, Alexandre B. Tsybakov, Yuri I. Ingster

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1706

zbMATH Keywords

sparsity; high-dimensional regression; minimax hypothesis testing; detection boundary; sparse vectors

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

62C20: Minimax procedures in statistical decision theory

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