Sparse quantile regression
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Publication:6108347
DOI10.1016/j.jeconom.2023.02.014arXiv2006.11201MaRDI QIDQ6108347
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.11201
quantile regressionHamming distancefinite sample propertysparse estimationmixed integer optimizationconformal prediction
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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