An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
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Publication:5083335
DOI10.1080/00949655.2021.2002861OpenAlexW4200496032MaRDI QIDQ5083335FDOQ5083335
Authors: Xiang Li, Yi Zhang, Jun Zhao 
Publication date: 22 June 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.2002861
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