L1-Penalized Quantile Regression in High Dimensional Sparse Models

Name

l1penalizedquant00cher.pdf

Size

2.86 MB

Format

Adobe PDF

Checksum (MD5)

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Author(s)

Chernozhukov, Victor

•

Belloni, Alexandre

Date Issued

2009

Publisher

Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 09-11

Description

April 24, 2009

Subjects

Regression analysis

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