Minimal conditions for consistent variable selection in high dimension

DOI10.1016/j.crma.2011.02.014zbMath1214.62088OpenAlexW2086298665MaRDI QIDQ533994

Laetitia Comminges

Publication date: 10 May 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.02.014

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Related Items (1)

Tight conditions for consistency of variable selection in the context of high dimensionality

Cites Work

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• Sharp adaptive estimation of the drift function for ergodic diffusions
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• Rodeo: Sparse, greedy nonparametric regression
• Lattice points in high-dimensional spheres
• Introduction to nonparametric estimation

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