Penalized expectile regression: an alternative to penalized quantile regression (Q2414951): Difference between revisions

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Latest revision as of 07:09, 19 July 2024

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Penalized expectile regression: an alternative to penalized quantile regression
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    Penalized expectile regression: an alternative to penalized quantile regression (English)
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    17 May 2019
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    asymptotics
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    expectile regression
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    heteroscedasticity
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    penalized regression
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    variable selection
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    adaptive Lasso
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