Sparse quantile regression
Le-Yu Chen, Sokbae Lee
| Year of publication: |
2023
|
|---|---|
| Authors: | Chen, Le-Yu ; Lee, Sokbae |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 2195-2217
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| Subject: | Conformal prediction | Finite sample property | Hamming distance | Mixed integer optimization | Quantile regression | Sparse estimation | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.02.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471450