Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800)

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Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
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    Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (English)
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    7 April 2022
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    high dimension
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    expectile regression
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    robust regularization
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    heterogeneity
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    heavy-tailed distribution
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