The Oracle Inequalities on Simultaneous Lasso and Dantzig Selector in High-Dimensional Nonparametric Regression
During the last few years, a great deal of attention has been focused on Lasso and Dantzig selector in high-dimensional linear regression when the number of variables can be much larger than the sample size. Under a sparsity scenario, the authors (see, e.g., Bickel et al., 2009, Bunea et al., 2007,...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2013-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2013/571361 |