Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800)
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scientific article; zbMATH DE number 7504782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity |
scientific article; zbMATH DE number 7504782 |
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Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (English)
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7 April 2022
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high dimension
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expectile regression
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robust regularization
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heterogeneity
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heavy-tailed distribution
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