Pivotal Estimation in High-Dimensional Regression via Linear Programming

DOI10.1007/978-3-642-41136-6_17zbMath1325.62088arXiv1303.7092OpenAlexW2147152516MaRDI QIDQ5264101

Eric Gautier, Alexandre B. Tsybakov

Publication date: 20 July 2015

Published in: Empirical Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.7092

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05) Linear programming (90C05)

Related Items (5)

Adaptive robust estimation in sparse vector model ⋮ Significance testing in non-sparse high-dimensional linear models ⋮ An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models ⋮ Linear Hypothesis Testing in Dense High-Dimensional Linear Models ⋮ High-dimensional linear models with many endogenous variables

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