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Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models - MaRDI portal

Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models

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Publication:6616611

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DOI10.1080/07350015.2015.1052461zbMath1546.62954MaRDI QIDQ6616611

Juan Andrés Riquelme, Anders Bredahl Kock, Laurent Callot, Mehmet Caner

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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