Jesper R-V Sørensen
Selected Publications
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which […]
Previous version
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which […]