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Estimation of the $l_2$-norm and testing in sparse linear regression with unknown variance - MaRDI portal

Estimation of the $l_2$-norm and testing in sparse linear regression with unknown variance

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Publication:6352269

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DOI10.3150/21-BEJ1436arXiv2010.13679WikidataQ114038738 ScholiaQ114038738MaRDI QIDQ6352269

Alexandra Carpentier, Yuhao Wang, Alexandre B. Tsybakov, Olivier Collier, Laetitia Comminges

Publication date: 26 October 2020

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Statistical decision theory (62Cxx)

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