Adaptive Minimax Estimation over Sparse lq-Hulls
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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 "Marco Biagi".
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Keywordsminimax risk; adaptive estimation; sparse lq-constraint; linear combining; aggregation; model mixing; model selection;
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