On cross-validated Lasso in high dimensions
Name
1605.02214.pdf
Description
Submitted version
Size
523.21 KB
Format
Adobe PDF
Checksum (MD5)
77b575e2a98edacf862ccc9c2575abc9
Author(s)
Chetverikov, Denis
Liao, Zhipeng
Chernozhukov, Victor
Date Issued
2021
Journal
The Annals of Statistics
Publisher
Institute of Mathematical Statistics
Citation
Chetverikov, Denis, Liao, Zhipeng and Chernozhukov, Victor. 2021. "On cross-validated Lasso in high dimensions." The Annals of Statistics, 49 (3).
Version
Original manuscript
MIT Department
Massachusetts Institute of Technology. Department of Economics
Statistics and Data Science Center (Massachusetts Institute of Technology)
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1214/20-AOS2000
