Least squares after model selection in high-dimensional sparse models
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Publication:1952433
DOI10.3150/11-BEJ410zbMath1456.62066arXiv1001.0188MaRDI QIDQ1952433
Victor Chernozhukov, Alexandre Belloni
Publication date: 30 May 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.0188
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
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