Confidence Intervals and Hypothesis Testing for High-dimensional Quantile Regression: Convolution Smoothing and Debiasing

Yibo Yan, Xiaozhou Wang, Riquan Zhang. Confidence Intervals and Hypothesis Testing for High-dimensional Quantile Regression: Convolution Smoothing and Debiasing. Journal of Machine Learning Research, 24, 2023. [doi]

Abstract

Abstract is missing.