Optimality of Graphlet Screening in High Dimensional Variable Selection
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Publication:2934100
zbMath1319.62139arXiv1204.6452MaRDI QIDQ2934100
Cun-Hui Zhang, Qi Zhang, Jiashun Jin
Publication date: 8 December 2014
Full work available at URL: https://arxiv.org/abs/1204.6452
Hamming distancephase diagramsparsityscreen and cleanasymptotic minimaxitygraph of least favorables (GOLF)graph of strong dependence (GOSD)rare and weak signal modelgraphlet screening (GS)
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)
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