Convolution-type Smoothed Quantile Regression

Nonconvex Regularized Robust Regression via I-LAMM Algorithm

Conquer with Flexible Penalties

Smoothed Censored Quantile Regression

Tuning-Free Huber Regression

Causal Inference with Historical Matching

Two-Step Expected Shortfall

High-dimensional smoothed quantile regression

Bayesian spike-and-slab for multiple testing and regression

Hierarchical Bayesian Models

Factor-Adjusted Robust Multiple Testing

High-dimensional learning with over-parameterization

Multiplier Bootstrap for Quantile Regression