Adaptive variable selection in nonparametric sparse regression

DOI10.1007/s10958-014-1846-7zbMath1311.62056OpenAlexW2003447610MaRDI QIDQ2253981

Natalia Stepanova, Yuri I. Ingster

Publication date: 16 February 2015

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-014-1846-7

zbMATH Keywords

exact recoveryadaptive variable selectionadditive sparse regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)

Related Items

Adaptive threshold-based classification of sparse high-dimensional data, Variable selection, monotone likelihood ratio and group sparsity, Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix, Variable selection with Hamming loss, Uncertainty quantification for robust variable selection and multiple testing

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