JOURNAL ARTICLE
L1-Penalized Quantile Regression in High Dimensional Sparse Models
Victor ChernozhukovAlexandre Belloni
Year: 2009 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Quantile regression Econometrics Lasso (programming language) Statistics Regression Mathematics Computer science
Metrics
70
Cited By
0.00
FWCI (Field Weighted Citation Impact)
50
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Sparse and Compressive Sensing Techniques
Physical Sciences → Engineering → Computational Mechanics
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