Sharp oracle inequalities for stationary points of nonconvex penalized M-estimators. (English) Zbl 1432.62062
Editorial remark: No review copy delivered.
MSC:
| 62F30 | Parametric inference under constraints |
| 62F35 | Robustness and adaptive procedures (parametric inference) |
| 62G20 | Asymptotic properties of nonparametric inference |
| 62H25 | Factor analysis and principal components; correspondence analysis |
| 62J05 | Linear regression; mixed models |
| 90C26 | Nonconvex programming, global optimization |
| 90C90 | Applications of mathematical programming |
