Uniform inference for high-dimensional quantile regression: linear functionals and regression rank scores

Jan 1, 2017·
Jelena Bradic
Mladen Kolar
Mladen Kolar
· 0 min read
Type
Publication
arXiv preprint arXiv:1702.06209
publication
Mladen Kolar
Authors
Professor of Data Sciences and Operations
Mladen Kolar is a Professor of Data Sciences and Operations at the University of Southern California Marshall School of Business and a Visiting Professor of Statistics and Data Science at Mohamed bin Zayed University of Artificial Intelligence. Before joining USC, he was on the faculty of the University of Chicago Booth School of Business. His research is focused on high-dimensional statistical methods, graphical models, varying-coefficient models and data mining, driven by the need to uncover interesting and scientifically meaningful structures from observational data. He is a Fellow of the Institute of Mathematical Statistics.