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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
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2015
Persistent link: https://www.econbiz.de/10011516996
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Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
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Callot, Laurent A. F.
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2012
Persistent link: https://www.econbiz.de/10009614483
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Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
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2018
Persistent link: https://www.econbiz.de/10011864983
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