Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971)
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scientific article; zbMATH DE number 6889536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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