Worst possible sub-directions in high-dimensional models
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DOI: 10.1016/j.jmva.2015.09.018
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References listed on IDEAS
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Cited by:
- Jana Janková & Sara Geer, 2017. "Honest confidence regions and optimality in high-dimensional precision matrix estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 143-162, March.
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Keywords
De-sparsifying; Graphical Lasso; Irrepresentable condition; Lasso; Oracle rates; Sub-direction;All these keywords.
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