The Dantzig selector: Statistical estimation when p is much larger than n

Annals of Statistics

Volumn 35, Issue 6, 2007, Pages 2313-2351

  Candes, Emmanuel ^a,b   Tao, Terence ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

1 minimization; Geometry in high dimensions; Ideal estimation; Linear programming; Model selection; Oracle inequalities; Random matrices; Restricted orthonormality; Sparse solutions to underdetermined systems; Statistical linear model

Indexed keywords

EID: 34548275795     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001523     Document Type: Article

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