Square-root lasso : pivotal recovery of sparse signals via conic programming
Alexandre Belloni; Victor Chernozhukov; Lie Wang
Year of publication: |
2011
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Authors: | Belloni, Alexandre ; Chernozhukov, Victor ; Wang, Lie |
Publisher: |
Cambridge, Mass. : Massachusetts Inst. for Technology, Dep. of Economics |
Saved in:
freely available
Saved in favorites
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