Adaptive Minimax Estimation over Sparse lq-Hulls
Given 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
|Date of creation:||Jan 2012|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.recent.unimore.it/|
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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".
When requesting a correction, please mention this item's handle: RePEc:mod:recent:078. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.