Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig

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N. Meinshausen , G. Rocha , B. Yu This is my paper · ORCID

classification math.STstat.TH

keywords dantzigdiscussioncandescousinsemmanuelestimationl2boostinglarger

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abstract

Discussion of ``The Dantzig selector: Statistical estimation when $p$ is much larger than $n$'' by Emmanuel Candes and Terence Tao [math/0506081]