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Gautier, Eric, Rose, Christiern and Tsybakov, Alexandre (2014) High-dimensional instrumental variables regression and confidence sets. TSE Working Paper, n. 18-930, Toulouse
Gautier, Eric and Tsybakov, Alexandre (2013) Pivotal estimation in high-dimensional regression via linear programming. In: Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik Empirical Inference. pp. 195-204. ISBN 978-3-642-41135-9