14 citations · 22 across the 3 of their papers we have counts for
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math.ST2015★ 7 cited
Sharp Oracle Inequalities for Square Root Regularization
Benjamin Stucky, Sara van de Geer
We study a set of regularization methods for high-dimensional linear regression models. These penalized estimators have the square root of the residual sum of squared errors as los…
math.ST2015★ 1 cited
-confidence sets in high-dimensional regression
Sara van de Geer, Benjamin Stucky
We study a high-dimensional regression model. Aim is to construct a confidence set for a given group of regression coefficients, treating all other regression coefficients as nuisa…