The out-of-sample prediction error of the square-root-LASSO and related estimators

Fuente: arXiv

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Bibliographic Details
Main Authors:	Olea, José Luis Montiel, Rush, Cynthia, Velez, Amilcar, Wiesel, Johannes
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2211.07608