Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
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Publication:2143028
DOI10.1016/j.csda.2022.107507MaRDI QIDQ2143028
Sylvain Sardy, Caroline Giacobino, Jairo Diaz-Rodriguez
Publication date: 30 May 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2022.107507
62-XX: Statistics
Uses Software
Cites Work
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