Noise level estimation in high-dimensional linear models

DOI10.1134/S003294601804004XMaRDI QIDQ2278703zbMATH OpenOpenAlexFDO

Authors E. A. Krymova, Yu. Golubev

Publication date 10 December 2019

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s003294601804004x

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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• scientific article; zbMATH DE number 3700103 (Why is no real title available?)
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• scientific article; zbMATH DE number 936298 (Why is no real title available?)
• On optimal adaptive estimation of a quadratic functional
• On risk concentration for convex combinations of linear estimators
• On the second order minimax estimation of distribution functions
• Ordered linear smoothers
• Oscillation matrices with spline smoothing
• Penalized maximum likelihood and semiparametric second-order efficiency
• Spline smoothing and optimal rates of convergence in nonparametric regression models
• Über die beste Annäherung von Funktionen einer gegebenen Funktionenklasse

Cited in

(6)

• Adaptive spectral regularizations of high dimensional linear models
• On risk concentration for convex combinations of linear estimators
• On oracle inequalities related to high dimensional linear models
• Large Noise Level Estimation
• Tikhonov-Phillips regularizations in linear models with blurred design
• Adaptive robust estimation in sparse vector model

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