Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity
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Publication:6325666
DOI10.1007/S00362-021-01227-2arXiv1909.09302MaRDI QIDQ6325666
Guan'ao Yan, Yi Zhang, Jun Zhao
Publication date: 19 September 2019
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