Improved bounds for Square-Root Lasso and Square-Root Slope
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References listed on IDEAS
- A. Belloni & V. Chernozhukov & L. Wang, 2011. "Square-root lasso: pivotal recovery of sparse signals via conic programming," Biometrika, Biometrika Trust, vol. 98(4), pages 791-806.
- Tingni Sun & Cun-Hui Zhang, 2012. "Scaled sparse linear regression," Biometrika, Biometrika Trust, vol. 99(4), pages 879-898.
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Keywords
Sparse linear regression; Minimax rates; High-dimensional statistics; Adaptivity; Square-root Estimators.;All these keywords.
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