Original paper
The Dantzig selector: Statistical estimation when p is much larger than n
Abstract
In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y=Xβ+z, where β∈Rp is a parameter vector of interest, X is a data matrix with possibly far fewer rows than columns, n≪p, and the zi’s are i.i.d. N(0, σ^2). Is it possible to estimate β reliably based on the noisy data...
Paper Details
Title
The Dantzig selector: Statistical estimation when p is much larger than n
Published Date
Dec 1, 2007
Journal
Volume
35
Issue
6
Pages
2313 - 2351
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