Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector

DOI10.1002/cjs.11151zbMath1348.62192arXiv1203.4576OpenAlexW2070483346WikidataQ39812747 ScholiaQ39812747MaRDI QIDQ2852551

Lee H. Dicker, Xihong Lin

Publication date: 9 October 2013

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4576

zbMATH Keywords

asymptotic theoryLassoregularized regressionvariable selection and estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)

Related Items (3)

Asymtotics of Dantzig selector for a general single-index model ⋮ Finding Dantzig selectors with a proximity operator based fixed-point algorithm ⋮ The Penalized Analytic Center Estimator

Cites Work

• Unnamed Item
• Regularization in statistics
• Asymptotics for Lasso-type estimators.
• Simultaneous analysis of Lasso and Dantzig selector
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• DASSO: Connections Between the Dantzig Selector and Lasso

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