The Dantzig selector: Statistical estimation when p is much larger than 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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
[PDF][PDF] THE DANTZIG SELECTOR: STATISTICAL ESTIMATION WHEN p IS MUCH LARGER THAN n
E CANDES, T TAO - The Annals of Statistics, 2007 - authors.library.caltech.edu
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
The Dantzig selector: Statistical estimation when p is much larger than n
E Candes, T Tao - Ann. Statist., 2007 - dml.mathdoc.fr
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
THE DANTZIG SELECTOR: STATISTICAL ESTIMATION WHEN p IS MUCH LARGER THAN n
E CANDES, T TAO - The Annals of Statistics, 2007 - projecteuclid.org
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
[PDF][PDF] THE DANTZIG SELECTOR: STATISTICAL ESTIMATION WHEN p IS MUCH LARGER THAN n1
E CANDES, T TAO - The Annals of Statistics, 2007 - academia.edu
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
The Dantzig Selector: Statistical Estimation When p Is Much Larger than n
E Candes, T Tao - The Annals of Statistics, 2007 - JSTOR
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
[PDF][PDF] The Dantzig selector: statistical estimation when p is much larger than n
E Candes, T Tao - cbio.ensmp.fr
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
[PDF][PDF] THE DANTZIG SELECTOR: STATISTICAL ESTIMATION WHEN p IS MUCH LARGER THAN n
E CANDES, T TAO - The Annals of Statistics, 2007 - Citeseer
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
[PDF][PDF] The Dantzig selector: statistical estimation when p is much larger than n
E Candes, T Tao - cbio.mines-paristech.fr
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= Xβ+ z …
larger than the number of observations n. Suppose then that we have observations y= Xβ+ z …
[PDF][PDF] The Dantzig selector: statistical estimation when p is much larger than n
E Candes, T Tao - 2005 - sites.gatech.edu
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= Ax+ z …
larger than the number of observations n. Suppose then that we have observations y= Ax+ z …
