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重印：高维分位数回归的假设检验AI 解读

Quantile regression has been an important analytical tool in econometrics since it was proposed in 1970s. Many advantages make it still popular in the era of big data. This paper focuses on the testing problems of high-dimensional quantile regression, supplementing to robust methods in the literature of high-dimensional hypothesis testing. We first construct a new test statistic based on the quantile regression score function. The new test statistic avoids the inverse…

高维分位数回归的假设检验AI 解读

Quantile regression has been an important analytical tool in econometrics since it was proposed in 1970s. Many advantages make it still popular in the era of big data. This paper focuses on the testing problems of high-dimensional quantile regression, supplementing to robust methods in the literature of high-dimensional hypothesis testing. We first construct a new test statistic based on the quantile regression score function. The new test statistic avoids the inverse…