activity
20072025
most citedLeast squares after model selection in high-dimensional sparse models

630 citations · 1.9k across the 32 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

math.ST2008★ 24 cited

On the Behrens--Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests

Alexandre Belloni, Gustavo Didier

In this paper we provide a provably convergent algorithm for the multivariate Gaussian Maximum Likelihood version of the Behrens--Fisher Problem. Our work builds upon a formulation…