High-dimensional expectile regression incorporating graphical structure among predictors

DOI10.1080/00949655.2022.2099861OpenAlexW4286500393MaRDI QIDQ5887973

Sha Wei, Zhan Liu, Yingli Pan, Unnamed Author

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

zbMATH Keywords

heterogeneous datagraphical structuremodified ADMM algorithmsparse expectile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glasso
• ElemStatLearn

Cites Work

• Unnamed Item
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• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• Incorporating Predictor Network in Penalized Regression with Application to Microarray Data
• Regression Quantiles
• Variable selection in expectile regression
• Modeling physical activity data using L₀‐penalized expectile regression
• Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
• A fast unified algorithm for solving group-lasso penalize learning problems

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