Valid post-selection inference in high-dimensional approximately sparse quantile regression models

First Author: Chernozhukov V
Attributed to:  The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2014.5314

Publication URI: http://dx.doi.org/10.1920/wp.cem.2014.5314

Type: Working Paper