A generalized Dantzig selector with shrinkage tuning
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Publication:3633157
DOI10.1093/BIOMET/ASP013zbMath1163.62054OpenAlexW2019440647MaRDI QIDQ3633157
Peter Radchenko, Gareth M. James
Publication date: 17 June 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4d4a426c62d766395019dc28b7827e171c0bed6d
variable selectiongeneralized linear modelDantzig selectorlassoDASSOdouble Dantziginterpolated Dantzigridge Dantzig
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