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Asymtotics of Dantzig selector for a general single-index model
Yan Fan
*
, Yujie Gai
, Lixing ZHU
*
Corresponding author for this work
Department of Mathematics
Research output
:
Contribution to journal
›
Journal article
›
peer-review
2
Citations (Scopus)
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Dive into the research topics of 'Asymtotics of Dantzig selector for a general single-index model'. Together they form a unique fingerprint.
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Mathematics
Linear Models
100%
Model Index
100%
Necessary and Sufficient Condition
50%
Model Selection
50%
Error Term
50%
Distributional Assumption
50%
Asymptotic Equivalence
50%
Least Absolute Shrinkage and Selection Operator
50%
Engineering
Least Absolute Shrinkage and Selection Operator
100%
Sufficient Condition
100%
Error Term
100%
Selection Method
100%
Keyphrases
Single-index Model
100%
Dantzig Selector
100%
Least Absolute Shrinkage and Selection Operator (LASSO)
16%
Error Term
16%
Asymptotically Equivalent
16%
Variable Selection Methods
16%
Distributional Hypothesis
16%
Asymptotic Equivalence
16%
Random Design
16%
Optimal Model Selection
16%