The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068)
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English | The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). |
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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (English)
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26 February 2008
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statistical linear model
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model selection
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ideal estimation
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oracle inequalities
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sparse solutions to underdetermined systems
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restricted orthonormality
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geometry in high dimensions
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random matrices
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