Adaptive estimation with soft thresholding penalties

DOI10.1111/1467-9574.00212zbMATH Open1090.62534OpenAlexW4253012481MaRDI QIDQ4469574FDOQ4469574

Authors: Sara Van De Geer, Jean-Michel Loubes 

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00212

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Locally adaptive regression splines
• Density estimation by wavelet thresholding
• Title not available (Why is that?)
• Title not available (Why is that?)
• Gaussian model selection
• Risk bounds for model selection via penalization
• De-noising by soft-thresholding
• Some applications of concentration inequalities to statistics
• Title not available (Why is that?)
• Local asymptotics for quantile smoothing splines
• An adaptive compression algorithm in Besov spaces

Cited In (15)

• Least angle regression. (With discussion)
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Nearly optimal minimax estimator for high-dimensional sparse linear regression
• Square root penalty: Adaption to the margin in classification and in edge estimation
• Aggregation for Gaussian regression
• Double penalized semi-parametric signed-rank regression with adaptive LASSO
• \(\ell^{1}\) sparsity and applications in estimation
• l¹Penalty for Ill-Posed Inverse Problems
• Statistical M-estimation and consistency in large deformable models for image warping
• Wavelet penalized likelihood estimation in generalized functional models
• Adaptive complexity regularization for linear inverse problems
• Adaptive Threshold Estimation via Extreme Value Theory
• Properties and refinements of the fused Lasso
• Quasi-likelihood and/or robust estimation in high dimensions
• Elastic-net regularization in learning theory

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