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Sarang Lee

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Variable-Selection Consistency of Linear Quantile Regression by Validation Set Approach

Number of pages: 14 Posted: 07 Dec 2024
Suin Kim, Sarang Lee, Nari Shin and Yoonsuh Jung
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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check loss, cross-validation, high-dimensional quantile regression, model selection