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

Author(s)
Belloni, Alexandre; Chernozhukov, Victor
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Massachusetts Institute of Technology. Dept. of Economics
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Description
Cover title
 
January 4, 2009 -- Current Revision: March 29, 2010
 
Date issued
2010
URI
http://hdl.handle.net/1721.1/64125
Publisher
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
Other identifiers
postscriptl2081p00bell
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 10-05, 2010
Keywords
Estimation theory, Regression analysis
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