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A generalized Dantzig selector with shrinkage tuning - MaRDI portal

A generalized Dantzig selector with shrinkage tuning (Q3633157)

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English
A generalized Dantzig selector with shrinkage tuning
scientific article

    Statements

    title
    A generalized Dantzig selector with shrinkage tuning (English)
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    DOI
    10.1093/biomet/asp013
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    author
    Gareth M. James
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    Peter Radchenko
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    published in
    Biometrika
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    publication date
    17 June 2009
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    Mathematics Subject Classification ID
    62J12
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    65C60
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    62J05
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    zbMATH DE Number
    5565818
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    zbMATH Keywords
    Dantzig selector
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    DASSO
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    double Dantzig
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    generalized linear model
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    interpolated Dantzig
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    lasso
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    ridge Dantzig
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    variable selection
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    OpenAlex ID
    W2019440647
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