The Dantzig selector:: Statistical estimation when p is much larger than n
The Dantzig selector:: Statistical estimation when p is much larger than n
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DOI：
10.1214/009053606000001523
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发表时间：
2007-12-01
影响因子：
4.5
通讯作者：
Tao, Terence
中科院分区：
文献类型：
--
作者：
Candes, Emmanuel;Tao, Terence
在许多重要的统计应用中，变量或参数的数量p远大于观测值的数量n。假设我们有观测y = X beta + z，其中beta = R-p是感兴趣的参数向量，X是一个数据矩阵，行可能比列少得多，n
In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y = X beta + z, where beta epsilon R-p is a parameter vector of interest, X is a data matrix with possibly far fewer rows than columns, n