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Expectile regression for analyzing heteroscedasticity in high dimension - MaRDI portal

Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971)

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scientific article; zbMATH DE number 6889536
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Expectile regression for analyzing heteroscedasticity in high dimension
scientific article; zbMATH DE number 6889536

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    Expectile regression for analyzing heteroscedasticity in high dimension (English)
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    14 June 2018
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    expectile regression
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    SCAD
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    heteroscedasticity
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    high-dimensional data
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