'Confidence Intervals and Hypothesis Testing for High-dimensional Quantile Regression: Convolution Smoothing and Debiasing', by Yibo Yan, Xiaozhou Wang, Riquan Zhang.
http://jmlr.org/papers/v24/22-1217.html #quantile #lasso #regression
Mastodon is the best way to keep up with what's happening.
Follow anyone across the fediverse and see it all in chronological order. No algorithms, ads, or clickbait in sight.