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Title:
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L1-Penalized Quantile Regression in High Dimensional Sparse Models |
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Author:
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Chernozhukov, Victor; Belloni, Alexandre |
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Other Contributors:
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Massachusetts Institute of Technology. Dept. of Economics |
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Publisher:
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Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics |
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Issue Date:
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2009 |
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Description:
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April 24, 2009 |
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URI:
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http://hdl.handle.net/1721.1/63890
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Other Identifiers:
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l1penalizedquant00cher |
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Related To
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Abstract in HTML and working paper for download in PDF available via World Wide Web at the Social Science Research Network |
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Series/Report no.:
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Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 09-11 |
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Keywords:
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Regression analysis |
