Least Squares after Model Selection in High-Dimensional Sparse Models

Note: new title. Former title = Post-ℓ1-Penalized Estimators in High-Dimensional Linear Regression Models. First Version submitted March 29, 2010; Orig. date Jan 4, 2009; this revision June 14, 2011

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Belloni, Alexandre, Chernozhukov, Victor
Формат: Working Paper
Хэл сонгох:English
Хэвлэсэн: Cambridge, MA: Dept. of Economics, M.I.T. 2011
Нөхцлүүд:
Онлайн хандалт:http://hdl.handle.net/1721.1/65111

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