Open AccessEstimation of the ℓ2-norm and testing in sparse linear regression with unknown variance
Author(s) -
Alexandra Carpentier,
Olivier Collier,
Laëtitia Comminges,
Alexandre B. Tsybakov,
Yuhao Wang
Publication year - 2022
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/21-bej1436
Subject(s) - mathematics , statistics , norm (philosophy) , minimax , linear regression , variance (accounting) , null hypothesis , econometrics , mathematical optimization , accounting , political science , law , business
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