A note on the one-step estimator for ultrahigh dimensionality (Q2511184)

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A note on the one-step estimator for ultrahigh dimensionality
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    A note on the one-step estimator for ultrahigh dimensionality (English)
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    5 August 2014
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    cross validation
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    high-dimensional data
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    model selection consistency
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    one-step estimator
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    partial orthogonality
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