Expectile regression for analyzing heteroscedasticity in high dimension
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Adaptive robust variable selection
- Asymmetric Least Squares Estimation and Testing
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Expectile and quantile regression—David and Goliath?
- Geoadditive expectile regression
- Heuristics of instability and stabilization in model selection
- High-dimensional generalizations of asymmetric least squares regression and their applications
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Optimal expectile smoothing
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
- Smoothly clipped absolute deviation on high dimensions
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- The Concave-Convex Procedure
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in quantile regression
Cited in
(22)- Local linear estimate of the functional expectile regression
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Inference for high-dimensional linear expectile regression with de-biasing method
- An elastic-net penalized expectile regression with applications
- Variable selection and debiased estimation for single‐index expectile model
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- Aggregated Expectile Regression by Exponential Weighting
- Expectile regression for spatial functional data analysis (sFDA)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- The \(k\)th power expectile estimation and testing
- High-dimensional heteroscedastic regression with an application to eQTL data analysis
- Nonparametric estimation of expectile regression in functional dependent data
- Partially Linear Expectile Regression Using Local Polynomial Fitting
- Parametric expectile regression and its application for premium calculation
- High-dimensional expectile regression incorporating graphical structure among predictors
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Real-time detection of a change-point in a linear expectile model
- Expectile trace regression via low-rank and group sparsity regularization
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