Publications [#338070] of Alexandre Belloni

	Tenure Track Faculty Database Decision Sciences Fuqua School of Business Duke University
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Chapters

Belloni, A; Chernozhukov, V; Kato, K, High-dimensional quantile regression, in Handbook of Quantile Regression (January, 2017), pp. 253-272, Chapman and Hall/CRC, ISBN 9781498725286 [doi]
(last updated on 2023/06/01)
Abstract:
High-dimensional models arise from the need for practitioners to improve the accuracy and validity of current models and to handle the increasing availability of data. Large models can arise from using a very flexible specification with many parameters when the functional form is unknown or from having a data-rich environment with many variables that need to be incorporated into the model.