Expectile trace regression via low-rank and group sparsity regularization

DOI10.1080/02331888.2023.2269588OpenAlexW4388290726MaRDI QIDQ6192205FDOQ6192205

Authors: Ling Peng, Xiangyong Tan, Pei Wen Xiao, Zeinab Rizk, Xiao Hui Liu 

Publication date: 12 February 2024

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2269588

zbMATH Keywords

low-rankconvergence rateupper boundmatrix-type covariatesexpectile trace regression

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

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