Random thresholds for linear model selection

DOI10.1051/ps:2007047zbMath1182.62047OpenAlexW2127287012MaRDI QIDQ5190281

Carenne Ludeña, Marc Lavielle

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/244832

zbMATH Keywords

adaptive estimation\(L\)-statisticshard thresholdinglinear model selectionrandom thresholding

Mathematics Subject Classification ID

Related Items (1)

Detection of multiple change-points in multivariate time series

Uses Software

• reccv

Cites Work

• Unnamed Item
• Unnamed Item
• Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
• A note on uniform asymptotic normality of intermediate order statistics
• Optimal filtering of square-integrable signals in Gaussian noise
• Risk bounds for model selection via penalization
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Higher criticism for detecting sparse heterogeneous mixtures.
• Minimal penalties for Gaussian model selection
• Ideal spatial adaptation by wavelet shrinkage
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A First Course in Order Statistics
• The elements of statistical learning. Data mining, inference, and prediction

This page was built for publication: Random thresholds for linear model selection