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

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