Expectile and M-quantile regression for panel data

DOI10.1007/S11222-024-10396-7MaRDI QIDQ6547770zbMATH OpenFDO

Authors Ian Meneghel Danilevicz, Valdério Anselmo Reisen, Pascal Bondon

Publication date 31 May 2024

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-024-10396-7

zbMATH Keywords

expectileLassoM-estimationquantile regressionrepeated measures

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(2)

• Variable selection in high-dimensional varying coefficient panel data models with fixed effects
• Robust extremile regression in high dimensions with Huber loss

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