Pages that link to "Item:Q2414951"
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The following pages link to Penalized expectile regression: an alternative to penalized quantile regression (Q2414951):
Displaying 25 items.
- Penalized regression across multiple quantiles under random censoring (Q746873) (← links)
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function (Q2156002) (← links)
- Real-time detection of a change-point in a linear expectile model (Q2165847) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Efficient estimation in expectile regression using envelope models (Q2286363) (← links)
- Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Automatic variable selection in a linear model on massive data (Q5042096) (← links)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
- Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (Q5094256) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Partially Linear Expectile Regression Using Local Polynomial Fitting (Q5870994) (← links)
- High-dimensional expectile regression incorporating graphical structure among predictors (Q5887973) (← links)
- Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (Q6083206) (← links)
- Weighted expectile regression with covariates missing at random (Q6116475) (← links)
- Robust optimal subsampling based on weighted asymmetric least squares (Q6579422) (← links)
- Composite expectile estimation in partial functional linear regression model (Q6596188) (← links)
- Inference for high-dimensional linear expectile regression with de-biasing method (Q6626721) (← links)
- Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data (Q6643298) (← links)
