Confidence Intervals and Hypothesis Testing for High-dimensional Quantile Regression: Convolution Smoothing and Debiasing.
Yibo YanXiaozhou WangRiquan ZhangPublished in: J. Mach. Learn. Res. (2023)
Keyphrases
- hypothesis testing
- confidence intervals
- quantile regression
- high dimensional
- prediction intervals
- cross validated
- least squares
- sample size
- low dimensional
- chi square
- monte carlo
- cross validation
- markov chain
- data points
- test set
- high dimensional data
- feature space
- data sets
- statistically significant
- log likelihood
- confidence level
- training data