@article{highdimensionalthresholdedregressionand,
  title = {High dimensional thresholded regression and shrinkage effect},
  author = {Zemin Zheng and Yingying Fan and Jinchi Lv},
  year = {2016},
  eprint = {1605.03306},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1605.03306v1},
}