Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig

DOI10.1214/009053607000000460MaRDI QIDQ6208847zbMATH OpenFDO

Authors Nicolai Meinshausen, Guilherme Rocha, Bin Yu

Publication date 21 March 2008

Abstract: Discussion of ``The Dantzig selector: Statistical estimation when $p$ is much larger than $n$ by Emmanuel Candes and Terence Tao [math/0506081]

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