Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity

DOI10.3150/23-BEJ1611MaRDI QIDQ6137725zbMATH OpenFDO

Authors Kin Yap Cheung, S. M. S. Lee, Xiaoya Xu

Publication date 16 January 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/23-BEJ1611

zbMATH Keywords

SCADvariable selectionhigh dimensionslocal linear regressionpartially linear modelweak sparsity

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Parametric inference (62Fxx) Linear inference, regression (62Jxx)

Cites work

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