High-dimensional expectile regression incorporating graphical structure among predictors (Q5887973)
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scientific article; zbMATH DE number 7677414
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| English | High-dimensional expectile regression incorporating graphical structure among predictors |
scientific article; zbMATH DE number 7677414 |
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High-dimensional expectile regression incorporating graphical structure among predictors (English)
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21 April 2023
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heterogeneous data
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sparse expectile regression
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graphical structure
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modified ADMM algorithm
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