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20112022
most citedQuantile-adaptive model-free variable screening for high-dimensional heterogeneous data

253 citations · 669 across the 14 of their papers we have counts for

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stat.ME2021★ 5 cited

High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization

Kean Ming Tan, Lan Wang, Wen-Xin Zhou

-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the -penalty introduces non-negligib…

stat.ME2021

Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension

Yunan Wu, Lan Wang, Haoda Fu

This paper develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential c…