L1-Penalized Quantile Regression in High Dimensional Sparse Models

L1-Penalized Quantile Regression in High Dimensional Sparse Models

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April 24, 2009

Bibliographic Details
Main Authors: Chernozhukov, Victor, Belloni, Alexandre
Other Authors: Massachusetts Institute of Technology. Dept. of Economics
Format: Working Paper
Published: Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics 2011
Subjects:
Regression analysis
Online Access:http://hdl.handle.net/1721.1/63890

Internet

http://hdl.handle.net/1721.1/63890

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