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20072025
most citedLeast squares after model selection in high-dimensional sparse models

630 citations · 1.9k across the 32 of their papers we have counts for

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math.ST2016

Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk

Alexandre Belloni, Mingli Chen, Victor Chernozhukov

We propose two types of Quantile Graphical Models (QGMs) --- Conditional Independence Quantile Graphical Models (CIQGMs) and Prediction Quantile Graphical Models (PQGMs). CIQGMs ch…