Confidence sets based on sparse estimators are necessarily large
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Publication:987107
zbMath1192.62096arXiv0711.1036MaRDI QIDQ987107
Publication date: 13 August 2010
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.1036
Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)
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