On cross-validated Lasso in high dimensions
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Publication:820794
DOI10.1214/20-AOS2000zbMath1475.62209arXiv1605.02214OpenAlexW3191662600MaRDI QIDQ820794
Zhipeng Liao, Denis Chetverikov, Victor Chernozhukov
Publication date: 28 September 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.02214
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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