A generalized Dantzig selector with shrinkage tuning

Biometrika

Volumn 96, Issue 2, 2009, Pages 323-337

  James, Gareth M ^a   Radchenko, Peter ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Dantzig selector; Dasso; Double Dantzig; Generalized linear model; Interpolated Dantzig; Lasso; Ridge Dantzig; Variable selection

Indexed keywords

EID: 66249085882     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asp013     Document Type: Article

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