Post-[script l]\2081-penalized estimators in high-dimensional linear regression models

Post-[script l]\2081-penalized estimators in high-dimensional linear regression models

Cover title

Bibliographic Details
Main Authors: Belloni, Alexandre, Chernozhukov, Victor
Other Authors: Massachusetts Institute of Technology. Dept. of Economics
Format: Working Paper
Published: Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics 2011
Subjects:
Estimation theory
Regression analysis
Online Access:http://hdl.handle.net/1721.1/64125

Internet

http://hdl.handle.net/1721.1/64125

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