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,...

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Bibliographic Details
Main Authors: Shiqing Wang, Limin Su
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2013/571361