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The Lasso, correlated design, and improved oracle inequalities. (English) Zbl 1327.62426

Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 303-316 (2013).
MSC:  62J07 62J05 62J99
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