Olea, J. L. M., Rush, C., Velez, A., & Wiesel, J. (2022). The out-of-sample prediction error of the square-root-LASSO and related estimators.
Chicago Style (17th ed.) CitationOlea, José Luis Montiel, Cynthia Rush, Amilcar Velez, and Johannes Wiesel. The Out-of-sample Prediction Error of the Square-root-LASSO and Related Estimators. 2022.
MLA (9th ed.) CitationOlea, José Luis Montiel, et al. The Out-of-sample Prediction Error of the Square-root-LASSO and Related Estimators. 2022.
Warning: These citations may not always be 100% accurate.