Ingster, Yu I.; Tsybakov, Alexandre B.; Verzelzn, N. - Centre de Recherche en Économie et Statistique … - 2010
We study the problem of detection of a p-dimensional sparse vector ofparameters in the linear regression model with Gaussian noise. We establishthe detection boundary, i.e., the necessary and sufficient conditions for thepossibility of successful detection as both the sample size n and the...