Jackknife model averaging for expectile regressions in increasing dimension (Q2226835)
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scientific article; zbMATH DE number 7308061
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| default for all languages | No label defined |
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| English | Jackknife model averaging for expectile regressions in increasing dimension |
scientific article; zbMATH DE number 7308061 |
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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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0.8571739792823792
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0.8143725991249084
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0.8125899434089661
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0.7837879657745361
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0.7804120779037476
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