Jackknife model averaging for expectile regressions in increasing dimension (Q2226835)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jackknife model averaging for expectile regressions in increasing dimension |
scientific article |
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Jackknife model averaging for expectile regressions in increasing dimension (English)
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9 February 2021
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expectile regression
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heteroscedasticity
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jackknife model averaging
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high-dimensional data
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