Confidence sets in sparse regression

Annals of Statistics

Volumn 41, Issue 6, 2013, Pages 2852-2876

  Nickl, Richard ^a   Van De Geer, Sara ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b ETH ZURICH   (Switzerland)

Author keywords

Composite testing problem; Detection boundary; High dimensional inference; Quadratic risk estimation

Indexed keywords

EID: 84891913496     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/13-AOS1170     Document Type: Article

References (29)

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