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Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso
Datum:

May 30th, 2017

Ort:

University of Mannheim, L9, 1-2, R002

Autoren:

Anders Bredahl Kock (Aarhus University and CREATES)

Zeit:

12:00 - 13:00

Details