Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise

DOI10.3150/23-bej1607arXiv2108.07630OpenAlexW4388513456MaRDI QIDQ6178575

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.07630

zbMATH Keywords

linear model uniform distribution Chebyshev estimator Chebyshev's LASSO

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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