2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/174168We propose a generalized version of the Dantzig selector. We show that it satisfies sparsity oracle inequalities in prediction and estimation. We consider then the particular case of high-dimensional linear regression model selection with the Huber loss function. In this case we derive the sup-norm convergence rate and the sign concentration property of the Dantzig estimators under a mutual coherence assumption on the dictionary.Statistics Theory62G25 ; 62G05text