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Minimax rates of estimation for high-dimensional linear regression over \(\ell_q\)-balls. (English) Zbl 1365.62276

Editorial remark: No review copy delivered.

MSC:

62J05 Linear regression; mixed models
62C20 Minimax procedures in statistical decision theory
62G08 Nonparametric regression and quantile regression
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
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