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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