Expectile trace regression via low-rank and group sparsity regularization

DOI10.1080/02331888.2023.2269588OpenAlexW4388290726MaRDI QIDQ6192205

Xiao Hui Liu, Ling Peng, Zeinab Rizk, Pei Wen Xiao, Xiangyong Tan

Publication date: 12 February 2024

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2269588

zbMATH Keywords

upper boundconvergence ratelow-rankmatrix-type covariatesexpectile trace regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Cites Work

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