Group penalized expectile regression
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Cites work
- L-estimatton for linear heteroscedastic models
- A coordinate descent algorithm for computing penalized smooth quantile regression
- A fast unified algorithm for solving group-lasso penalize learning problems
- A group VISA algorithm for variable selection
- A smoothed EM-algorithm for DNA methylation profiles from sequencing-based methods in cell lines or for a single cell type
- Applied logistic regression
- Asymmetric Least Squares Estimation and Testing
- Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications
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- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces
- Group coordinate descent algorithms for nonconvex penalized regression
- Hanson-Wright inequality and sub-Gaussian concentration
- High-dimensional additive modeling
- High-dimensional generalizations of asymmetric least squares regression and their applications
- scientific article; zbMATH DE number 775727 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric multiple expectile regression via ER-Boost
- On confidence intervals for semiparametric expectile regression
- One-step sparse estimates in nonconcave penalized likelihood models
- Penalized expectile regression: an alternative to penalized quantile regression
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression with group Lasso for classification
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
- Regression Quantiles
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Simultaneous analysis of Lasso and Dantzig selector
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong oracle optimality of folded concave penalized estimation
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Group Lasso for Logistic Regression
- Variable selection in expectile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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