High-dimensional expectile regression incorporating graphical structure among predictors
From MaRDI portal
Publication:5887973
DOI10.1080/00949655.2022.2099861OpenAlexW4286500393MaRDI QIDQ5887973FDOQ5887973
Authors: Yingli Pan, Sha Wei, Zhan Liu 
Publication date: 21 April 2023
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2022.2099861
Cites Work
- Regression Quantiles
- Title not available (Why is that?)
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- A fast unified algorithm for solving group-lasso penalize learning problems
- Sparse inverse covariance estimation with the graphical lasso
- Asymmetric Least Squares Estimation and Testing
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- Incorporating Predictor Network in Penalized Regression with Application to Microarray Data
- Model selection in semiparametric expectile regression
- High-dimensional generalizations of asymmetric least squares regression and their applications
- Theoretical properties of the overlapping groups Lasso
- Penalized expectile regression: an alternative to penalized quantile regression
- Expectile regression for analyzing heteroscedasticity in high dimension
- Variable selection in expectile regression
- Modeling physical activity data using \(L_0\)-penalized expectile regression
Cited In (1)
Uses Software
This page was built for publication: High-dimensional expectile regression incorporating graphical structure among predictors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5887973)
