2 papers
stat.ME2018
High Dimensional Classification through -Penalized Empirical Risk Minimization
Le-Yu Chen, Sokbae Lee
We consider a high dimensional binary classification problem and construct a classification procedure by minimizing the empirical misclassification risk with a penalty on the numbe…
stat.CO2017
Exact computation of GMM estimators for instrumental variable quantile regression models
Le-Yu Chen, Sokbae Lee
We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed integer…