Least Squares After Model Selection in High-dimensional Sparse Models

http://arxiv.org/abs/1001.0188

Bibliographic Details
Main Authors: Belloni, Alexandre (Author), Chernozhukov, Victor V. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor)
Format: Article
Language:English
Published: Bernoulli Society for Mathematical Statistics and Probability, 2012-10-05T14:21:40Z.
Subjects:
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