Asymtotics of Dantzig selector for a general single-index model

DOI10.1007/S11424-015-4124-YMaRDI QIDQ328839zbMATH OpenOpenAlexFDO

Authors Yan Fan, Yujie Gai, 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

model selection consistencyadaptive Dantzig selectorDantzig selectorgeneral single-index model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A distribution-based Lasso for a general single-index model
• Adaptive Lasso in high-dimensional settings
• An Adaptive Estimation of Dimension Reduction Space
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Model selection consistency of Dantzig selector
• Optimal smoothing in single-index models
• Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
• Simultaneous analysis of Lasso and Dantzig selector
• Sliced Inverse Regression for Dimension Reduction
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variable selection for the single-index model

Cited in

(4)

• The Dantzig selector for a linear model of diffusion processes
• Model selection consistency of Dantzig selector
• Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
• The variable selection by the Dantzig selector for Cox's proportional hazards model

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