@article{JMLR:v18:15-482,
  author  = {Benjamin Stucky and Sara van de Geer},
  title   = {Sharp Oracle Inequalities for Square Root Regularization},
  journal = {Journal of Machine Learning Research},
  year    = {2017},
  volume  = {18},
  number  = {67},
  pages   = {1--29},
  url     = {http://jmlr.org/papers/v18/15-482.html}
}