Inference for high-dimensional linear expectile regression with de-biasing method

DOI10.1016/j.csda.2024.107997zbMath1547.62023MaRDI QIDQ6626721

Xiang Li, Yu-Ning Li, Jun Zhao, Li-Xin Zhang

Publication date: 29 October 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

weighted least squareshigh-dimensional inferenceprecision matrix estimationde-biased Lassoamenable regularizer

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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