L1-Penalized Quantile Regression in High Dimensional Sparse Models
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l1penalizedquant00cher.pdf
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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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