Expectile and M-quantile regression for panel data

DOI10.1007/S11222-024-10396-7zbMATH Open1539.62016MaRDI QIDQ6547770FDOQ6547770

Authors: Ian Meneghel Danilevicz, Valdério Anselmo Reisen, Pascal Bondon 

Publication date: 31 May 2024

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

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zbMATH Keywords

LassoM-estimationquantile regressionrepeated measuresexpectile

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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