An elastic-net penalized expectile regression with applications (Q5861466)

scientific article; zbMATH DE number 7482691

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English	An elastic-net penalized expectile regression with applications	scientific article; zbMATH DE number 7482691

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instance of

scholarly article

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title

An elastic-net penalized expectile regression with applications (English)

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published in

Journal of Applied Statistics

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publication date

1 March 2022

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zbMATH Keywords

expectile regression

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elastic-net

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SNCD

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variable selection

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high-dimensional data

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02664763.2020.1787355

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cites work

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Identifiers

DOI

10.1080/02664763.2020.1787355

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5861466