U. Schneider, K. Ewald:
"Uniformly Valid Confidence Sets Based on the Lasso";
Electronic Journal of Statistics, 12 (2018), 1358 - 1387.
http://dx.doi.org/10.1214/18-EJS1425Electronic version of the publication:
https://publik.tuwien.ac.at/files/publik_276225.pdf