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Ben Sherwood

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Preprint Oct 2026

Global Inference for High Dimensional Quantile Regression with Heterogeneity

Quantile regression has received considerable attention in high dimensional methodology due to its robustness and ability to accommodate heteroskedasticity. Despite this attention, current inferential methods for high dimensional quantile regression have significant limitations---only testing significance, testing at a...

Tate Jacobson, Daeyoung Ham, Ben Sherwood · 0 citations

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