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|
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- 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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