Dalalyan, Arnak; Ingster, Yuri; Tsybakov, Alexandre B. - Centre de Recherche en Économie et Statistique … - 2012
We consider a general nonparametric regression model called the compound model. It includes, as special cases, sparse additive regression and nonparametric (or linear) regression with many covariates but possibly a small number of relevant covariates. The compound model is characterized by three...