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Title:
The out-of-sample prediction error of the square-root-LASSO and related estimators

Speaker:
Johannes Wiesel

Link:
http://www.birs.ca/events/2024/5-day-workshops/24w5163/videos/watch/202403261434-Wiesel.html

Workshop:
Birs- 24w5163: Optimal Transport and Distributional Robustness