On the asymptotic variance of the debiased Lasso (Q2326043)

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On the asymptotic variance of the debiased Lasso
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    On the asymptotic variance of the debiased Lasso (English)
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    4 October 2019
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    asymptotic efficiency
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    asymptotic variance
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    Cramér-Rao lower bound
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    debiasing
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    Lasso
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    sparsity
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