A new adaptive variance estimator for relative sparsity coefficients is introduced that fully utilizes the prior asymptotic normality theorem and incorporates variable selection effects.
arXiv preprint arXiv:2010.14274 , year=
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An adaptive variance estimator for relative sparsity
A new adaptive variance estimator for relative sparsity coefficients is introduced that fully utilizes the prior asymptotic normality theorem and incorporates variable selection effects.