Cramer-Rao Bound for Estimation After Model Selection and its Application to Sparse Vector Estimation.

Elad Meir Tirza Routtenberg

Published in: CoRR (2019)

Keyphrases

model selection
parameter estimation
cross validation
selection criterion
machine learning
lower bound
parameter estimates
feature selection
upper bound
statistical models
variable selection
hyperparameters
probability distribution
sample size
error bounds
statistical inference