Square-root lasso: pivotal recovery of sparse signals via conic programming
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Publication:3107973
DOI10.1093/biomet/asr043zbMath1228.62083arXiv1009.5689OpenAlexW3121832289MaRDI QIDQ3107973
Alexandre Belloni, Lie Wang, Victor Chernozhukov
Publication date: 28 December 2011
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.5689
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90)
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