Least Squares After Model Selection in High-dimensional Sparse Models

Least Squares After Model Selection in High-dimensional Sparse Models

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http://arxiv.org/abs/1001.0188

Bibliographic Details
Main Authors:	Belloni, Alexandre, Chernozhukov, Victor V.
Other Authors:	Massachusetts Institute of Technology. Department of Economics
Format:	Article
Language:	en_US
Published:	Bernoulli Society for Mathematical Statistics and Probability 2012
Online Access:	http://hdl.handle.net/1721.1/73648 https://orcid.org/0000-0002-3250-6714

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