Nonparametric regression with adaptive truncation via a convex hierarchical penalty

DOI10.1093/biomet/asy056zbMath1506.62281arXiv1611.09972OpenAlexW2557403082WikidataQ92711004 ScholiaQ92711004MaRDI QIDQ5742756

Asad Haris, Ali Shojaie, Noah Robin Simon

Publication date: 8 May 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.09972

zbMATH Keywords

nonparametric regressionhigh-dimensional dataminimax estimationsparsityadditive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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