Optimal sparsity testing in linear regression model
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Publication:2040034
DOI10.3150/20-BEJ1224zbMath1478.62191arXiv1901.08802OpenAlexW3156931469MaRDI QIDQ2040034
Alexandra Carpentier, Nicolas Verzelen
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.08802
Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)
Related Items (4)
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance ⋮ The all-or-nothing phenomenon in sparse linear regression ⋮ Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
Uses Software
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