High-dimensional quantile regression

Published

Book Section

© 2018 by Taylor and Francis Group, LLC. High-dimensional models arise from the need for practitioners to improve the accuracy and validity of current models and to handle the increasing availability of data. Large models can arise from using a very flexible specification with many parameters when the functional form is unknown or from having a data-rich environment with many variables that need to be incorporated into the model.

Full Text

Duke Authors

Cited Authors

  • Belloni, A; Chernozhukov, V; Kato, K

Published Date

  • January 1, 2017

Book Title

  • Handbook of Quantile Regression

Start / End Page

  • 253 - 272

International Standard Book Number 13 (ISBN-13)

  • 9781498725286

Digital Object Identifier (DOI)

  • 10.1201/9781315120256

Citation Source

  • Scopus