Jackknife model averaging for expectile regressions in increasing dimension (Q2226835)

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Jackknife model averaging for expectile regressions in increasing dimension
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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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