Expectile and M-quantile regression for panel data

DOI10.1007/s11222-024-10396-7zbMath1539.62016MaRDI QIDQ6547770

Pascal Bondon, Valdério Anselmo Reisen, Ian Meneghel Danilevicz

Publication date: 31 May 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

repeated measuresquantile regressionLassoM-estimationexpectile

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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