Post-[script l]\2081-penalized estimators in high-dimensional linear regression models

Name

postscriptl2081p00bell.pdf

Size

1.96 MB

Format

Adobe PDF

Checksum (MD5)

cd4cbb037ae5f5bc0e5bb9ad804a5f6a

Author(s)

Belloni, Alexandre

•

Chernozhukov, Victor

Date Issued

2010

Publisher

Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 10-05, 2010

Description

Cover title

January 4, 2009 -- Current Revision: March 29, 2010

Subjects

Estimation theory

Regression analysis

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