= Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming by Alexandre Belloni and others
{c}
{tag=Work by Alexandre Belloni}
{tag=Work by Victor Chernozhukov}
{tag=Work by Lie Wang}
{title2=2011}
Primary text: https://arxiv.org/pdf/1009.5689
Cited passages: Section 1, equations (8)–(11), printed pp. 2–4: square-root loss and pivotal score. The inspected version is arXiv:1009.5689v5 (18 December 2011), accompanying the Biometrika paper, DOI 10.1093/biomet/asr043.
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