Journal articles
Year
2018
Abstract
We derive nonasymptotic bounds for the minimax risk of variable selection under expected Hamming loss in the Gaussian mean model.
BUTUCEA, C., NDAOUD, M., STEPANOVA, N. et TSYBAKOV, A.B. (2018). Variable selection with Hamming loss. Annals of Statistics, 46(5), pp. 1837-1875.