Power of the spacing test for least-angle regression

DOI10.3150/16-BEJ885zbMath1381.62110arXiv1503.05093MaRDI QIDQ2405191

Yohann de Castro, Jean-Marc Azaïs, Stéphane Mourareau

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05093

zbMATH Keywords

hypothesis testingpower\(\ell_{1}\)-minimizationspacing test

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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