Square-root lasso: pivotal recovery of sparse signals via conic programming
type: Item
instance of: scholarly article
title: Square-root lasso: pivotal recovery of sparse signals via conic programming
zbMATH Open document ID: 1228.62083
author: A. Belloni
author: Victor Chernozhukov
author: Lie Wang
published in: Biometrika
publication date: 2011-12-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/1009.5689
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5992023
zbMATH Keywords: high-dimensional sparse model
zbMATH Keywords: moderate deviation theory
MaRDI profile type: Publication
OpenAlex ID: W3121832289
arXiv ID: 1009.5689
DOI: 10.1093/BIOMET/ASR043
description: scientific article