ℓ1-penalized quantile regression in high-dimensional sparse...

The Annals of Statistics 2011 / 02 Vol. 39; Iss. 1

ℓ1-penalized quantile regression in high-dimensional sparse models

Belloni, Alexandre, Chernozhukov, Victor
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Volume:
39
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/10-aos827
Date:
February, 2011
File:
PDF, 503 KB
english, 2011
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