Optimal model averaging estimator for expectile regressions (Q2059443)
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scientific article; zbMATH DE number 7444365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal model averaging estimator for expectile regressions |
scientific article; zbMATH DE number 7444365 |
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Optimal model averaging estimator for expectile regressions (English)
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14 December 2021
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expectile regressions
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cross-validation
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asymptotically optimal
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expectile loss
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