High-dimensional expectile regression incorporating graphical structure among predictors
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A fast unified algorithm for solving group-lasso penalize learning problems
- Asymmetric Least Squares Estimation and Testing
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Expectile regression for analyzing heteroscedasticity in high dimension
- High-dimensional generalizations of asymmetric least squares regression and their applications
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Incorporating Predictor Network in Penalized Regression with Application to Microarray Data
- Model selection in semiparametric expectile regression
- Modeling physical activity data using L₀-penalized expectile regression
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- Penalized expectile regression: an alternative to penalized quantile regression
- Regression Quantiles
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
- Sparse inverse covariance estimation with the graphical lasso
- Theoretical properties of the overlapping groups Lasso
- Variable selection in expectile regression
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