Inference for high-dimensional linear expectile regression with de-biasing method (Q6626721)
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scientific article; zbMATH DE number 7933717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for high-dimensional linear expectile regression with de-biasing method |
scientific article; zbMATH DE number 7933717 |
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Inference for high-dimensional linear expectile regression with de-biasing method (English)
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29 October 2024
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amenable regularizer
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de-biased Lasso
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high-dimensional inference
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precision matrix estimation
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weighted least squares
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