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Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao
;
Huang, Jian
;
Lin, Yuanyuan
;
Shen, Guohao
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 416-431
Persistent link: https://www.econbiz.de/10013464038
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