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Volumn 35, Issue 6, 2007, Pages 2385-2391

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

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EID: 50849101382     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000479     Document Type: Note
Times cited : (21)

References (12)
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    • CHEN. S. S., DONOHO, D. L. and SAUNDERS, M. A. (1998). Atomic decomposition by basis pursuit. SIAMJ. Sci. Comput. 20 33-61. MR 1639094
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    • CHEN, S.S.1    DONOHO, D.L.2    SAUNDERS, M.A.3
  • 3
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    • Atomic decomposition by basis pursuit
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    • CHEN, S. S., DONOHO, D. L. and SAUNDERS, M. A. (2001). Atomic decomposition by basis pursuit. SIAM Rev. 43 129-159. MR 1854649
    • (2001) SIAM Rev , vol.43 , pp. 129-159
    • CHEN, S.S.1    DONOHO, D.L.2    SAUNDERS, M.A.3
  • 4
    • 50849093985 scopus 로고    scopus 로고
    • ILOG CPLEX (2007). Mathematical programming system. Available at www.cplex.com.
    • ILOG CPLEX (2007). Mathematical programming system. Available at www.cplex.com.
  • 6
    • 3242708140 scopus 로고    scopus 로고
    • Least angle regression (with discussion)
    • MR2060166
    • EFRON, B., HASTIE, T., JOHNSTONE, I. and TIBSHIRANI, R. (2004). Least angle regression (with discussion). Ann. Statist. 32 407-499. MR2060166
    • (2004) Ann. Statist , vol.32 , pp. 407-499
    • EFRON, B.1    HASTIE, T.2    JOHNSTONE, I.3    TIBSHIRANI, R.4
  • 8
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    • A new approach to variable selection in least squares problems
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    • OSBORNE, M. R., PRESNELL, B. and TURLACH, B. A. (2000). A new approach to variable selection in least squares problems. IMA J. Numer. Anal. 20 389-403. MR1773265
    • (2000) IMA J. Numer. Anal , vol.20 , pp. 389-403
    • OSBORNE, M.R.1    PRESNELL, B.2    TURLACH, B.A.3
  • 9
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    • ROMBERG, J. (2005). 11dantzig_pd.m. MATLAB solver for DS problem. Available at www.11-magic.org.
    • ROMBERG, J. (2005). 11dantzig_pd.m. MATLAB solver for DS problem. Available at www.11-magic.org.
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    • 85194972808 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the lasso
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    • TIBSHIRANI, R. (1996). Regression shrinkage and selection via the lasso. J. Roy. Statist. Soc. Ser. B 58 267-288. MR1379242
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  • 12
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