Title: Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Abstract: Journal Article Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems Get access A. Belloni, A. Belloni Fuqua School of Business, Duke University, 100 Fuqua Drive, Durham, North Carolina 27708, U.S.A., [email protected] Search for other works by this author on: Oxford Academic Google Scholar V. Chernozhukov, V. Chernozhukov Department of Economics, Massachusetts Institute of Technology, 50 Memorial Drive, Cambridge, Massachusetts 02142, U.S.A., [email protected] Search for other works by this author on: Oxford Academic Google Scholar K. Kato K. Kato Graduate School of Economics, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0013, Japan, [email protected] Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 102, Issue 1, March 2015, Pages 77–94, https://doi.org/10.1093/biomet/asu056 Published: 24 December 2014 Article history Received: 01 May 2013 Revision received: 01 August 2014 Published: 24 December 2014