Model selection consistency of Dantzig selector

DOI10.5705/ss.2012.061zbMath1379.62048OpenAlexW2312735057MaRDI QIDQ4921669

Li Xing Zhu, Lu Lin, Yujie Gai

Publication date: 13 May 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2012.061

zbMATH Keywords

consistencyDantzig selectorirrepresentable conditions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Asymtotics of Dantzig selector for a general single-index model ⋮ Concordance and value information criteria for optimal treatment decision ⋮ Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

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