Estimating the proportion of signal variables under arbitrary covariance dependence

DOI10.1214/23-ejs2119arXiv2102.09053OpenAlexW3131901029MaRDI QIDQ6158210

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Publication date: 31 May 2023

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

Full work available at URL: https://arxiv.org/abs/2102.09053

zbMATH Keywords

sparse signalhigh-dimension datalower bound estimatordependence adaptivity

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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