Robust inference in high-dimensional approximately sparse quantile regression models

First Author: Belloni A

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.2013.7013

Publication URI: http://dx.doi.org/10.1920/wp.cem.2013.7013

Type: Working Paper