Aggregated Expectile Regression by Exponential Weighting (Q5226603)
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scientific article; zbMATH DE number 7087967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregated Expectile Regression by Exponential Weighting |
scientific article; zbMATH DE number 7087967 |
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Aggregated Expectile Regression by Exponential Weighting (English)
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1 August 2019
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cross-validation
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expectile regression
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model aggregation
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oracle inequality
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