Sparse high-dimensional varying coefficient model: nonasymptotic minimax study

DOI10.1214/15-AOS1309zbMath1328.62339arXiv1312.4087OpenAlexW1948524066MaRDI QIDQ2352741

Olga Klopp, Marianna Pensky

Publication date: 6 July 2015

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

Full work available at URL: https://arxiv.org/abs/1312.4087

zbMATH Keywords

varying coefficient modelminimax optimalitysparse model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items (7)

Local linear smoothing for sparse high dimensional varying coefficient models ⋮ A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model ⋮ Variance estimation for sparse ultra-high dimensional varying coefficient models ⋮ On estimation in varying coefficient models for sparse and irregularly sampled functional data ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Dynamic network models and graphon estimation ⋮ Sparse high-dimensional varying coefficient model: nonasymptotic minimax study

Uses Software

• hgam

Cites Work

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