Pages that link to "Item:Q5231503"
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The following pages link to Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503):
Displaying 24 items.
- Generalized M-estimators for high-dimensional Tobit I models (Q668611) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- On the robustification of the kernel estimator of the functional modal regression (Q2070619) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Inference on Treatment Effects after Selection among High-Dimensional Controls (Q4610654) (← links)
- (Q4998973) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- High-dimensional statistical inference via DATE (Q5875199) (← links)
- Uniformly valid inference for partially linear high-dimensional single-index models (Q6076567) (← links)
- Sparse quantile regression (Q6108347) (← links)
- Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design (Q6149873) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- High-dimensional inference robust to outliers with ℓ1-norm penalization (Q6170142) (← links)
- -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model (Q6190327) (← links)
- Forecasting with Economic News (Q6190684) (← links)
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
