Expectile trace regression via low-rank and group sparsity regularization

DOI10.1080/02331888.2023.2269588MaRDI QIDQ6192205zbMATH OpenOpenAlexFDO

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

convergence rateexpectile trace regressionlow-rankmatrix-type covariatesupper bound

Mathematics Subject Classification ID

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

Cites work

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