Expectile regression for analyzing heteroscedasticity in high dimension
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Publication:1640971
DOI10.1016/J.SPL.2018.02.006zbMATH Open1414.62324OpenAlexW2790935913WikidataQ130198780 ScholiaQ130198780MaRDI QIDQ1640971FDOQ1640971
Authors: Jun Zhao, Yingyu Chen, Yi Zhang 
Publication date: 14 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.006
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- Adaptive robust variable selection
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- Geoadditive expectile regression
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Expectile and quantile regression—David and Goliath?
- Optimal expectile smoothing
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Cited In (22)
- Nonparametric estimation of expectile regression in functional dependent data
- Local linear estimate of the functional expectile regression
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Parametric expectile regression and its application for premium calculation
- Partially Linear Expectile Regression Using Local Polynomial Fitting
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function
- Expectile trace regression via low-rank and group sparsity regularization
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
- Inference for high-dimensional linear expectile regression with de-biasing method
- An elastic-net penalized expectile regression with applications
- Real-time detection of a change-point in a linear expectile model
- Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables
- The \(k\)th power expectile estimation and testing
- Variable selection and debiased estimation for single‐index expectile model
- Expectile regression for spatial functional data analysis (sFDA)
- High-dimensional expectile regression incorporating graphical structure among predictors
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- High-dimensional heteroscedastic regression with an application to eQTL data analysis
- Aggregated Expectile Regression by Exponential Weighting
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