CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION

DOI10.5705/ss.202019.0304OpenAlexW3173957806MaRDI QIDQ5066778

Yanlin Tang, Qing Pan, Huixia Judy Wang, Yin-Feng Wang

Publication date: 30 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202019.0304

zbMATH Keywords

extreme value distributionhigh dimensionalmultiplier bootstrapconditional marginal regressionmaximal score statistic

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Forward variable selection for ultra-high dimensional quantile regression models

Uses Software

• QICD

Cites Work

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