Pivotal estimation via square-root Lasso in nonparametric regression

Published 2014 View Full Article

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Title
Pivotal estimation via square-root Lasso in nonparametric regression
Authors
Keywords
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Journal
ANNALS OF STATISTICS
Volume 42, Issue 2, Pages 757-788
Publisher
Institute of Mathematical Statistics
Online
2014-05-20
DOI
10.1214/14-aos1204

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