Asymtotics of Dantzig selector for a general single-index model

DOI10.1007/S11424-015-4124-YzbMath1348.62193OpenAlexW2300440880MaRDI QIDQ328839

Yujie Gai, Yan Fan, Li Xing Zhu

Publication date: 21 October 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-015-4124-y

zbMATH Keywords

Dantzig selectoradaptive Dantzig selectorgeneral single-index modelmodel selection consistency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

The variable selection by the Dantzig selector for Cox's proportional hazards model ⋮ The Dantzig selector for a linear model of diffusion processes

Uses Software

• boost

Cites Work

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