A generalized Dantzig selector with shrinkage tuning

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

zbMATH Keywords

variable selectiongeneralized linear modelDantzig selectorlassoDASSOdouble Dantziginterpolated Dantzigridge Dantzig

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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