Detection boundary in sparse regression

Electronic Journal of Statistics

Volumn 4, Issue , 2010, Pages 1476-1526

  Ingster, Yuri I ^a   Tsybakov, Alexandre B ^b   Verzelen, Nicolas ^c  

^a SAINT PETERSBURG ELECTROTECHNICAL UNIVERSITY LETI   (Russian Federation)

^b CREST   (France)

^c UMR 729 MISTEA   (France)

Author keywords

Detection boundary; High dimensional regression; Minimax hypothesis testing; Sparse vectors; Sparsity

Indexed keywords

EID: 82655182652     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-EJS589     Document Type: Article

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