Model selection consistency of Dantzig selector

DOI10.5705/SS.2012.061MaRDI QIDQ4921669zbMATH OpenOpenAlexFDO

Authors Yujie Gai, Li-Xing Zhu, Lu Lin

Publication date 13 May 2013

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.2012.061

zbMATH Keywords

consistencyDantzig selectorirrepresentable conditions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(10)

• Concordance and value information criteria for optimal treatment decision
• The constrained Dantzig selector with enhanced consistency
• Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
• Asymtotics of Dantzig selector for a general single-index model
• The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• The Dantzig selector for diffusion processes with covariates
• Selection of Two-Level Supersaturated Designs for Main Effects Models
• Nonconvex Dantzig selector and its parallel computing algorithm
• An optimal design framework for lasso sign recovery

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