  This was a revision of arXiv:1105.2454v1 from 2012. It considers a variation
on the STIV estimator where, instead of one conic constraint, there are as many
conic constraints as moments (instruments) allowing to use more directly
moderate deviations for self-normalized sums. The idea first appeared in
formula (6.5) in arXiv:1105.2454v1 when some instruments can be endogenous. For
reference and to avoid confusion with the STIV estimator, this estimator should
be called C-STIV.
