Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

DOI10.1051/ps/2014017zbMath1330.62169arXiv1303.5647OpenAlexW2963050003MaRDI QIDQ2786472

Cristina Butucea, Yuri I. Ingster, Irina A. Suslina

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.5647

zbMATH Keywords

estimationvariable selectionlarge matricesminimax testingselection of sparse signalsharp selection bounds

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Uses Software

• LAS

Cites Work

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