Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
Ya’acov Ritov
Source: Ann. Statist. Volume 35, Number 6
(2007), 2370-2372.
First Page:
Show
Hide
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aos/1201012962
Digital Object Identifier: doi:10.1214/009053607000000451
Mathematical Reviews number (MathSciNet): MR2382648
References
Breiman, L. (2001). Statistical modeling: The two cultures (with discussion). Statist. Sci. 16 199--231.
Mathematical Reviews (MathSciNet): MR1874152
Digital Object Identifier: doi:10.1214/ss/1009213726
Project Euclid: euclid.ss/1009213726
Zentralblatt MATH: 1059.62505
Greenshtein, E. and Ritov, Y. (2004). Persistence in high-dimensional linear predictor selection and the virtue of overparametrization. Bernoulli 10 971--988.
Mathematical Reviews (MathSciNet): MR2108039
Digital Object Identifier: doi:10.3150/bj/1106314846
Project Euclid: euclid.bj/1106314846
