Penalized expectile regression: an alternative to penalized quantile regression (Q2414951)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized expectile regression: an alternative to penalized quantile regression |
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Penalized expectile regression: an alternative to penalized quantile regression (English)
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17 May 2019
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asymptotics
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expectile regression
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heteroscedasticity
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penalized regression
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variable selection
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adaptive Lasso
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