Tight conditions for consistency of variable selection in the context of high dimensionality

DOI10.1214/12-AOS1046zbMath1373.62154arXiv1106.4293MaRDI QIDQ741803

Arnak S. Dalalyan, Laetitia Comminges

Publication date: 15 September 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.4293

zbMATH Keywords

nonparametric regressionvariable selectionset estimationsparsity pattern

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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