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

DOI10.1214/009053607000000460arXiv0803.3134MaRDI QIDQ6208847FDOQ6208847

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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