Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models

L.A.F. Callot, M. Caner, A.B. Kock, J.A. Riquelme

    Research output: Working paperProfessional

    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages29
    Publication statusPublished - 2015

    Publication series

    NameTI Discussion Paper
    No.15-019/III

    Cite this

    Callot, L. A. F., Caner, M., Kock, A. B., & Riquelme, J. A. (2015). Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models. (TI Discussion Paper; No. 15-019/III). Amsterdam: Tinbergen Institute.