L1-Penalized Quantile Regression in High Dimensional Sparse Models

Author(s)
Chernozhukov, Victor; Belloni, Alexandre
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Massachusetts Institute of Technology. Dept. of Economics
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Description
April 24, 2009
Date issued
2009
URI
http://hdl.handle.net/1721.1/63890
Publisher
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
Other identifiers
l1penalizedquant00cher
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 09-11
Keywords
Regression analysis
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