An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335)
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scientific article; zbMATH DE number 7546447
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| English | An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity |
scientific article; zbMATH DE number 7546447 |
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An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (English)
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22 June 2022
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expectile regression
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high-dimensional data
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threshold
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heterogeneity
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non-convex optimization
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