Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
The Annals of StatisticsPublished 1 December 2007Open access
Bradley Efron, Trevor Hastie, Robert Tibshirani
Citations76
SJR quartileQ1
SJR score4.77
SNIP3.13
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TL;DR
There are tantalizing similarities between the Dantzig Selector (DS) and the LARS methods, but they are not the same and produce somewhat different models.
Abstract
choice of predictor variables in large-scale linear models. A previous paper in these pages attacked the same problem using the “LARS ” algorithm (Efron, Hastie, Johnstone and Tibshirani [3]); actually three algorithms including the Lasso as middle case. There are tantalizing similarities between the
Keywords
MathematicsDecision Sciences
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