Optimal adaptive estimation of linear functionals under sparsity

DOI10.1214/17-AOS1653zbMath1456.62141arXiv1611.09744MaRDI QIDQ1991697

Olivier Collier, Nicolas Verzelen, Alexandre B. Tsybakov, Laetitia Comminges

Publication date: 30 October 2018

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

Full work available at URL: https://arxiv.org/abs/1611.09744

zbMATH Keywords

linear functionaladaptive estimationsparsityunknown noise variancenonasymptotic minimax estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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