Huber-type principal expectile component analysis

DOI10.1016/J.CSDA.2020.106992MaRDI QIDQ830604zbMATH OpenOpenAlexFDO

Authors Liang-Ching Lin, Ray-Bing Chen, Mong-Na Lo Huang, Meihui Guo

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.106992

zbMATH Keywords

expectileparticle swarm optimizationprincipal componentasymmetric normHuber's criterion

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• Asymmetric Least Squares Estimation and Testing
• Nature-inspired optimization algorithms
• On convergence analysis of particle swarm optimization algorithm
• Principal component analysis in an asymmetric norm
• Probabilistic Principal Component Analysis
• Recent trends indicate rapid growth of nature-inspired optimization in academia and industry
• Robust Statistics
• Robust regression using iteratively reweighted least-squares
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Survival of the flexible: explaining the recent popularity of nature-inspired optimization within a rapidly evolving world
• Weak convergence and empirical processes. With applications to statistics

Cited in

(1)

• Particle swarm stepwise (PaSS) algorithm for information criteria-based variable selections

Describes a project that uses

Uses Software

• carData
• car

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