Discussion of: ``Grouping strategies and thresholding for high dimension linear models

DOI10.1016/j.jspi.2013.03.006zbMath1432.62112OpenAlexW2057205563MaRDI QIDQ5965590

Sara van de Geer

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.03.006

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites Work

• Statistics for high-dimensional data. Methods, theory and applications.
• Lasso-type recovery of sparse representations for high-dimensional data
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
• Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls