The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068)

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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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