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Belloni, Alexandre; Chernozhukov, Victor; Wang, Lie Pivotal estimation via square-root lasso in nonparametric regression. (English) Zbl 1321.62030 Ann. Stat. 42, No. 2, 757-788 (2014). MSC: 62G05 62G08 62H12 62G20 62G35 PDF BibTeX XML Cite \textit{A. Belloni} et al., Ann. Stat. 42, No. 2, 757--788 (2014; Zbl 1321.62030) Full Text: DOI Euclid arXiv
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