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Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models - MaRDI portal

Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503)

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scientific article; zbMATH DE number 7098386
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Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
scientific article; zbMATH DE number 7098386

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    Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (English)
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    27 August 2019
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    confidence regions post-model selection
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    orthogonal score functions
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    quantile regression
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