Reprint: hypothesis testing on high dimensional quantile regression
Zhao Chen, Vivian Xinyi Cheng, Xu Liu
| Alternative title: | Hypothesis testing on high dimensional quantile regression |
|---|---|
| Year of publication: |
2024
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| Authors: | Chen, Zhao ; Cheng, Vivian Xinyi ; Liu, Xu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 239.2024, 2, Art.-No. 105651, p. 1-18
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| Subject: | Heavy-tailed distribution | High dimensional test | Nuisance parameter | Significance of variables | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105651 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015074538