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- W4293490321 abstract "We consider the related problems of estimating the ℓ2-norm and the squared ℓ2-norm in sparse linear regression with unknown variance, as well as the problem of testing the hypothesis that the regression parameter is null under sparse alternatives with ℓ2 separation. We establish the minimax optimal rates of estimation (respectively, testing) in these three problems." @default.
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- W4293490321 date "2022-11-01" @default.
- W4293490321 modified "2023-10-02" @default.
- W4293490321 title "Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance" @default.
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- W4293490321 doi "https://doi.org/10.3150/21-bej1436" @default.
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