Nearly optimal minimax estimator for high-dimensional sparse linear regression

DOI10.1214/13-AOS1141zbMath1360.62391arXiv1206.6536MaRDI QIDQ385791

L. Zhang

Publication date: 11 December 2013

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

Full work available at URL: https://arxiv.org/abs/1206.6536

zbMATH Keywords

linear regressionminimax estimationcompressed sensingnearest neighbor estimatoroptimal minimax estimatororthogonal projection estimatorprojected nearest neighbor estimatorsparsity constraint

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

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