Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
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Publication:2323942
DOI10.1214/19-EJS1590zbMath1432.62203arXiv1712.05495OpenAlexW2970121140MaRDI QIDQ2323942
Arnak S. Dalalyan, Olivier Collier
Publication date: 13 September 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.05495
linear transformationrobust estimationminimax estimationhigh-dimensional inferencegroup-sparsitycolumn-sparsity
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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