L1-Penalized Quantile Regression in High Dimensional Sparse Models

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

ℓ1-penalized quantile regression in high-dimensional sparse models by Belloni, Alexandre, Chernozhukov, Victor V.

Published 2013

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