Square-Root LASSO for High-Dimensional Sparse Linear...

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Square-Root LASSO for High-Dimensional Sparse Linear Systems with Weakly Dependent Errors

Xie, Fang, Xiao, Zhijie
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Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12278
Date:
December, 2017
File:
PDF, 432 KB
english, 2017
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