L1-Penalized Quantile Regression in High Dimensional Sparse Models
Author(s)
Chernozhukov, Victor; Belloni, Alexandre![Thumbnail](/bitstream/handle/1721.1/63890/l1penalizedquant00cher.pdf.jpg?sequence=70&isAllowed=y)
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Other Contributors
Massachusetts Institute of Technology. Dept. of Economics
Metadata
Show full item recordDescription
April 24, 2009
Date issued
2009Publisher
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