Variable selection in expectile regression
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Cites work
- M-quantiles
- Adaptive robust variable selection
- Asymmetric Least Squares Estimation and Testing
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Coherence and elicitability
- Expectile and quantile regression—David and Goliath?
- Expectiles and M-quantiles are quantiles
- Geoadditive expectile regression
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- NonparametricM-quantile regression using penalised splines
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Optimal expectile smoothing
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(18)- Distributed optimization and statistical learning for large-scale penalized expectile regression
- Efficient estimation in expectile regression using envelope models
- Model selection in semiparametric expectile regression
- Penalized expectile regression: an alternative to penalized quantile regression
- Estimation and variable selection with exponential weights
- An elastic-net penalized expectile regression with applications
- High-dimensional expectile regression incorporating graphical structure among predictors
- Variable Selection in Regression-Based Estimation of Dynamic Treatment Regimes
- Variable selection and debiased estimation for single‐index expectile model
- Weighted expectile regression with covariates missing at random
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
- Jackknife model averaging for additive expectile prediction
- Inference for high-dimensional linear expectile regression with de-biasing method
- Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data
- Variable selection for nonparametric spatial expectile regression using deep neural networks
- Distributed estimation for large-scale expectile regression
- Group penalized expectile regression
- Variable selection in high-dimensional linear model with possibly asymmetric errors
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