L1-penalized quantile regression in high-dimensional sparse econometric models (joint with Alexandre Belloni)
Speaker
Victor Chernozhukov
Date & Time
From: 19 May 2009
Until:
Type
Seminar
Venue
The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE
Fitzrovia,
London,
WC1E 7AE