Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
| dc.creator | Lounici, Karim | |
| dc.date | 2008-01-30 | |
| dc.date | 2008-02-12 | |
| dc.date.accessioned | 2026-07-07T09:19:44Z | |
| dc.date.available | 2026-07-07T09:19:44Z | |
| dc.description | We derive the $l_{\infty}$ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the Gram matrix of the design and two different assumptions on the noise: Gaussian noise and general noise with finite variance. Then we prove that simultaneously the thresholded Lasso and Dantzig estimators with a proper choice of the threshold enjoy a sign concentration property provided that the non-zero components of the target vector are not too small. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-EJS177 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0801.4610 | |
| dc.identifier | http://arxiv.org/abs/0801.4610 | |
| dc.identifier | Electronic Journal of Statistics 2008, Vol. 2, 90-102 | |
| dc.identifier | doi:10.1214/08-EJS177 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/154503 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62J05 (Primary) 62F12 (Secondary) | |
| dc.title | Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators | |
| dc.type | text |