@article{nopenaltynotearsleastsquaresinhigh,
  title = {No penalty no tears: Least squares in high-dimensional linear models},
  author = {Xiangyu Wang and David Dunson and Chenlei Leng},
  year = {2015},
  eprint = {1506.02222},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1506.02222v5},
}