This supplementary material contains technical details and proofs of the major theoretical results presented in the main paper and additional simulation results on point estimation, hypothesis tests and variable selection for linear regression and quantile regression models.

中文翻译：

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样本经验似然和基于设计的 Oracle 变量选择理论

本补充材料包含主要论文中主要理论结果的技术细节和证明，以及线性回归和分位数回归模型的点估计、假设检验和变量选择的附加模拟结果。