On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising

DOI10.1111/sjos.12568OpenAlexW2943020023MaRDI QIDQ5887774

Małgorzata Bogdan, Patrick J. C. Tardivel

Publication date: 13 April 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12568

zbMATH Keywords

sparsityLassomultiple regressionbasis pursuitidentifiability conditionsign estimationactive set estimationirrepresentability condition

Mathematics Subject Classification ID

Statistics (62-XX)

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