Discussion
Some thoughts about variable selection without information on the errors’ structure
[Quelques pensées sur la sélection de variables sans information sur la structure des erreurs]
Journal de la société française de statistique, Tome 160 (2019) no. 3, pp. 114-116.
@article{JSFS_2019__160_3_114_0,
     author = {Birg\'e, Lucien},
     title = {Some thoughts about variable selection without information on the errors{\textquoteright} structure},
     journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique},
     pages = {114--116},
     publisher = {Soci\'et\'e fran\c{c}aise de statistique},
     volume = {160},
     number = {3},
     year = {2019},
     mrnumber = {4021412},
     zbl = {1431.62105},
     language = {en},
     url = {http://archive.numdam.org/item/JSFS_2019__160_3_114_0/}
}
TY  - JOUR
AU  - Birgé, Lucien
TI  - Some thoughts about variable selection without information on the errors’ structure
JO  - Journal de la société française de statistique
PY  - 2019
SP  - 114
EP  - 116
VL  - 160
IS  - 3
PB  - Société française de statistique
UR  - http://archive.numdam.org/item/JSFS_2019__160_3_114_0/
LA  - en
ID  - JSFS_2019__160_3_114_0
ER  - 
%0 Journal Article
%A Birgé, Lucien
%T Some thoughts about variable selection without information on the errors’ structure
%J Journal de la société française de statistique
%D 2019
%P 114-116
%V 160
%N 3
%I Société française de statistique
%U http://archive.numdam.org/item/JSFS_2019__160_3_114_0/
%G en
%F JSFS_2019__160_3_114_0
Birgé, Lucien. Some thoughts about variable selection without information on the errors’ structure. Journal de la société française de statistique, Tome 160 (2019) no. 3, pp. 114-116. http://archive.numdam.org/item/JSFS_2019__160_3_114_0/

[1] Baraud, Yannick; Birgé, Lucien Rho-estimators revisited: General theory and applications, Ann. Statist., Volume 46 (2018) no. 6B, pp. 3767-3804 | DOI | MR | Zbl

[2] Baraud, Y.; Birgé, L.; Sart, M. A new method for estimation and model selection: ρ -estimation, Invent. Math., Volume 207 (2017) no. 2, pp. 425-517 | DOI | MR | Zbl

[3] Birgé, Lucien; Massart, Pascal Gaussian model selection, J. Eur. Math. Soc. (JEMS), Volume 3 (2001) no. 3, pp. 203-268 | MR | Zbl

[4] Birgé, Lucien; Massart, Pascal Minimal penalties for Gaussian model selection, Probability Theory and Related Fields, Volume 138 (2007) no. 1-2, pp. 33-73 | MR | Zbl

[5] Donoho, David L.; Johnstone, Iain M. Ideal spatial adaptation by wavelet shrinkage, Biometrika, Volume 81 (1994) no. 3, pp. 425-455 | DOI | MR | Zbl