Pages that link to "Item:Q2122800"
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The following pages link to Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800):
Displaying 6 items.
- Point forecasting and forecast evaluation with generalized Huber loss (Q2136606) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
- Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity (Q6325666) (← links)
- Inference for high-dimensional linear expectile regression with de-biasing method (Q6626721) (← links)
- Robust statistical boosting with quantile-based adaptive loss functions (Q6636211) (← links)
