Estimation of the _2-norm and testing in sparse linear regression with unknown variance

DOI10.3150/21-BEJ1436MaRDI QIDQ2676940zbMATH OpenWikidataFDO

Authors Alexandra Carpentier, Olivier Collier, Alexandre B. Tsybakov, Yuhao Wang, Laetitia Comminges

Publication date 28 September 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.13679, https://projecteuclid.org/journals/bernoulli/volume-28/issue-4/Estimation-of-the-%e2%84%932-norm-and-testing-in-sparse-linear/10.3150/21-BEJ1436.full

zbMATH Keywords

nonlinear functional estimationsignal detectionsparse linear regression

Mathematics Subject Classification ID

Statistical decision theory (62Cxx) Nonparametric inference (62Gxx) Linear inference, regression (62Jxx)

Cites work

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Cited in

(5)

• Estimation of the l₂-norm and testing in sparse linear regression with unknown variance
• Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates
• Tests of parameter matrix in multivariate general linear model with large dimensions
• The fundamental limits of structure-agnostic functional estimation
• Minimax estimation of functionals in sparse vector model with correlated observations

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