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Square-Root LASSO for High-Dimensional Sparse Linear Systems with Weakly Dependent Errors Journal article
Xie, Fang, Xiao, Zhijie. Square-Root LASSO for High-Dimensional Sparse Linear Systems with Weakly Dependent Errors[J]. JOURNAL OF TIME SERIES ANALYSIS, 2018, 39(2), 212-238.
Authors:  Xie, Fang;  Xiao, Zhijie
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:1.2/1.4 | Submit date:2018/10/30
High-dimensional Linear Model  Square-root Lasso  -mixing  -mixing  Phi-mixing  M-dependent  Estimation Consistency