@article{dontfallfortuningparameterstuningfree,
  title = {Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX},
  author = {Johannes Lederer and Christian Müller},
  year = {2014},
  eprint = {1404.0541},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1404.0541v3},
}