Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
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Publication:5247433
DOI10.1093/biomet/asu056zbMath1345.62049arXiv1304.0282OpenAlexW1730512236MaRDI QIDQ5247433
Victor Chernozhukov, Alexandre Belloni, Kengo Kato
Publication date: 24 April 2015
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.0282
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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