Model selection in regression under structural constraints

DOI10.1214/13-EJS780zbMath1337.62156arXiv1206.3422MaRDI QIDQ1951123

Vadim Grinshtein, Felix P. Abramovich

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.3422

zbMATH Keywords

model selectionadaptivityminimaxitystructural constraintssparsitycomplexity penaltyGaussian linear regressionmaximum a posteriori rule

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Uses Software

• hierNet

Cites Work

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