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Statistics for High-Dimensional Data: Methods, Theory and ...

... sup S∈S,n∈N (|I2,n |−1XTI2,n,SXI2,n,S)−1j,j ≤ M < ∞, (11.19) then (11.18) is implied by infj∈S 0 |βj|≥ Cnn −1/2 √ log(|S0|), (11.20) where the ...

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