Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971)
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scientific article; zbMATH DE number 6889536
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| English | Expectile regression for analyzing heteroscedasticity in high dimension |
scientific article; zbMATH DE number 6889536 |
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Expectile regression for analyzing heteroscedasticity in high dimension (English)
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14 June 2018
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expectile regression
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SCAD
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heteroscedasticity
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high-dimensional data
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0.7834929823875427
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0.7678759694099426
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0.7427926063537598
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0.7422515749931335
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0.7362801432609558
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