Asymptotic properties of adaptive Dantzig selector

DOI10.1360/SCM-2015-0840zbMath1499.62221OpenAlexW2736835450MaRDI QIDQ5063860

Feng Li, Yujie Gai, Li Xing Zhu, Lu Lin, Zhao Yin

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/scm-2015-0840

zbMATH Keywords

oracle propertyadaptive Dantzig selectormodel selection consistencyhigh-dimensional settings

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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