Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Dongxiao Han, Jian Huang, Yuanyuan Lin, Guohao Shen
| Year of publication: |
2022
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|---|---|
| Authors: | Han, Dongxiao ; Huang, Jian ; Lin, Yuanyuan ; Shen, Guohao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 416-431
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| Subject: | Confidence interval | Huber loss | Linear model | Post-selection inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464038