Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
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Publication:2786472
DOI10.1051/ps/2014017zbMath1330.62169arXiv1303.5647MaRDI QIDQ2786472
Cristina Butucea, Yuri I. Ingster, Irina A. Suslina
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.5647
estimation; variable selection; large matrices; minimax testing; selection of sparse signal; sharp selection bounds
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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