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- W2088217419 abstract "Abstract We give a new consistency proof for high-dimensional quantile regression estimators. A consequence of this proof is that the number of significant regressors can grow at a rate s log 2 ( s ) = o ( n ) . To our best knowledge, this is the fastest rate achieved for high-dimensional quantile regression." @default.
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- W2088217419 date "2013-09-01" @default.
- W2088217419 modified "2023-09-27" @default.
- W2088217419 title "The growth rate of significant regressors for high dimensional data" @default.
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- W2088217419 doi "https://doi.org/10.1016/j.spl.2013.04.029" @default.
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