Semiparametric efficiency bounds for high-dimensional models

DOI10.1214/17-AOS1622zbMath1420.62308arXiv1601.00815MaRDI QIDQ1800804

Jana Janková, Sara van de Geer

Publication date: 24 October 2018

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

Full work available at URL: https://arxiv.org/abs/1601.00815

zbMATH Keywords

asymptotic efficiencylinear regressiongraphical modelsCramér-Rao boundsparsityLassohigh-dimensionalLe Cam's lemma

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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Uses Software

• glasso

Cites Work

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