The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231)

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scientific article; zbMATH DE number 7052778
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The Lasso for High Dimensional Regression with a Possible Change Point
scientific article; zbMATH DE number 7052778

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    The Lasso for High Dimensional Regression with a Possible Change Point (English)
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    9 May 2019
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    Lasso
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    oracle inequalities
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    sample splitting
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    sparsity
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    threshold models
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