Additive models for quantile regression: model selection and confidence bandaids
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- Alexandre Belloni & Victor Chernozhukov, 2009.
"L1-Penalized Quantile Regression in High-Dimensional Sparse Models,"
0904.2931, arXiv.org, revised Nov 2011.
- Alexandre Belloni & Victor Chernozhukov, 2009. "L1-Penalized quantile regression in high-dimensional sparse models," CeMMAP working papers CWP10/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sungil Kwak & Stephen C. Smith, 2013.
"Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data,"
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Taylor & Francis Journals, vol. 49(7), pages 955-975, July.
- Stephen C. Smith & Sungil Kwak, 2011. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Working Papers 2011-01, The George Washington University, Institute for International Economic Policy.
- Qu, Zhongjun & Yoon, Jungmo, 2015.
"Nonparametric estimation and inference on conditional quantile processes,"
Journal of Econometrics,
Elsevier, vol. 185(1), pages 1-19.
- Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
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