Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

Author: Butucea Cristina   Ingster Yuri I.   Suslina Irina A.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|115-134

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-06, pp. : 115-134

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Abstract