Adaptive Minimax Estimation over Sparse lq-Hulls
AbstractGiven a dictionary of Mn initial estimates of the unknown true regression function, we aim to construct linearly aggregated estimators that target the best performance among all the linear combinations under a sparse q-norm (0
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Bibliographic InfoPaper provided by University of Modena and Reggio E., Dept. of Economics in its series Center for Economic Research (RECent) with number 078.
Length: pages 78
Date of creation: Jan 2012
Date of revision:
minimax risk; adaptive estimation; sparse lq-constraint; linear combining; aggregation; model mixing; model selection;
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- Zhan Wang & Sandra Paterlini & Fuchang Gao & Yuhong Yang, 2012.
"Adaptive Minimax Estimation over Sparse lq-Hulls,"
Center for Economic Research (RECent)
078, University of Modena and Reggio E., Dept. of Economics.
- Zhan Wang & Sandra Paterlini & Fuchang Gao & Yuhong Tang, 2012.
"Adaptive Minimax Estimation over Sparse l q-Hulls,"
Department of Economics
0681, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
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