Smoothed Quantile Regression with Large-Scale Inference

DOI10.1016/j.jeconom.2021.07.010arXiv2012.05187MaRDI QIDQ6355668

Wen-Xin Zhou, Kean Ming Tan, Xuming He, Xiaoou Pan

Publication date: 9 December 2020

Mathematics Subject Classification ID

62-XX: Statistics

91-XX: Game theory, economics, finance, and other social and behavioral sciences