"Thresholding tests based on affine LASSO to achieve non-asymptotic nominal ..."

Sylvain Sardy, Jairo Diaz Rodriguez, Caroline Giacobino (2022)

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DOI: 10.1016/J.CSDA.2022.107507

access: open

type: Journal Article

metadata version: 2025-05-31

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Sylvain Sardy, Jairo Diaz Rodriguez, Caroline Giacobino:
Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension. Comput. Stat. Data Anal. 173: 107507 (2022)

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