Recovery of weak signal in high dimensional linear regression by data perturbation

DOI10.1214/17-EJS1320zbMath1373.62373MaRDI QIDQ2408235

Yongli Zhang

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1506326416

zbMATH Keywords

high dimensional dataLassoirrepresentable conditiondata perturbationweak signalbeta-MIN condition

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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