Search Results - subject:"Dantzig selector"

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A mixed integer optimization approach for model selection in screening experiments

Vázquez-Alcocer, Alan; Schoen, Eric D.; Goos, Peter - 2018

Persistent link: https://www.econbiz.de/10012055688

The penalized analytic center estimator

Knight, Keith - In: Econometric reviews 35 (2016) 8/10, pp. 1471-1484

Persistent link: https://www.econbiz.de/10011592361

The Dantzig selector in Cox's proportional hazards model

Antoniadis, Anestis; Fryzlewicz, Piotr; Letué, Frédérique - London School of Economics (LSE) - 2010

The Dantzig selector (DS) is a recent approach of estimation in high-dimensional linear regression models with a large …

Persistent link: https://www.econbiz.de/10010745019

Screening active factors in supersaturated designs

Das, Ujjwal; Gupta, Sudhir; Gupta, Shuva - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 223-232

Identification of active factors in supersaturated designs (SSDs) has been the subject of much recent study. Although several methods have been previously proposed, a solution to the problem beyond one or two active factors still seems to be unsatisfactory. The smoothly clipped absolute...

Persistent link: https://www.econbiz.de/10010871414

A remark on the lasso and the Dantzig selector

de Castro, Yohann - In: Statistics & Probability Letters 83 (2013) 1, pp. 304-314

an ideal situation where one knows the s largest coefficients of the target) for the lasso and the Dantzig selector. …

Persistent link: https://www.econbiz.de/10011040133

Variable selection and parameter estimation for partially linear models via Dantzig selector

Li, Feng; Lin, Lu; Su, Yuxia - In: Metrika 76 (2013) 2, pp. 225-238

Variable selection plays an important role in the high dimensionality data analysis, the Dantzig selector performs … parametric estimation for partially linear models via the Dantzig selector. Large sample asymptotic properties of the Dantzig … selector estimator are studied when sample size n tends to infinity while p is fixed. We see that the Dantzig selector might …

Persistent link: https://www.econbiz.de/10010995013