Unconditional quantile regression with high‐dimensional data

DOI10.3982/qe1896arXiv2007.13659OpenAlexW3044969828MaRDI QIDQ6067187

Yuya Sasaki, Takuya Ura, Yichong Zhang

Publication date: 16 November 2023

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.13659

zbMATH Keywords

counterfactual analysisdebiased machine learningdoubly/locally robust score

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Unconditional quantile regression with high‐dimensional data

Cites Work

• Unconditional Quantile Regressions
• Gaussian approximation of suprema of empirical processes
• Anti-concentration and honest, adaptive confidence bands
• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
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• The Asymptotic Variance of Semiparametric Estimators
• Program Evaluation and Causal Inference With High-Dimensional Data
• Debiased machine learning of global and local parameters using regularized Riesz representers
• Double/debiased machine learning for treatment and structural parameters
• Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
• Quantile Regression for Correlated Observations
• Inference on Counterfactual Distributions
• Automatic Debiased Machine Learning of Causal and Structural Effects
• Unconditional quantile regression with high‐dimensional data

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