Minimax Rate of Testing in Sparse Linear Regression
Authors:
- 16 October 2019
- journal article
- research article
- Published by Pleiades Publishing Ltd in Automation and Remote Control
- Vol. 80 (10) , 1817-1834
Abstract
We consider the problem of testing the hypothesis that the parameter of linear regression model is 0 against an s-sparse alternative separated from 0 in the l2-distance. We show that, in Gaussian...Keywords
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