Variable selection in expectile regression
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Publication:4563484
DOI10.1080/03610926.2017.1324989zbMath1402.62076OpenAlexW2612778246MaRDI QIDQ4563484
Publication date: 1 June 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1324989
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
Related Items (6)
High-dimensional expectile regression incorporating graphical structure among predictors ⋮ Variable selection in high-dimensional linear model with possibly asymmetric errors ⋮ Distributed optimization and statistical learning for large-scale penalized expectile regression ⋮ Variable selection and debiased estimation for single‐index expectile model ⋮ Weighted expectile regression with covariates missing at random ⋮ An elastic-net penalized expectile regression with applications
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