Testability of high-dimensional linear models with nonsparse structures
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Publication:2131247
DOI10.1214/19-AOS1932zbMath1486.62196arXiv1802.09117OpenAlexW2788097050MaRDI QIDQ2131247
Yinchu Zhu, Jelena Bradic, Jianqing Fan
Publication date: 25 April 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.09117
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)
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Cites Work
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