Optimal model averaging estimator for expectile regressions
type: Item
instance of: scholarly article
title: Optimal model averaging estimator for expectile regressions
zbMATH Open document ID: 1480.62142
author: Yang Bai
author: Rongjie Jiang
author: Mengli Zhang
published in: Journal of Statistical Planning and Inference
publication date: 2021-12-14T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7444365
zbMATH Keywords: expectile regressions
zbMATH Keywords: cross-validation
zbMATH Keywords: asymptotically optimal
zbMATH Keywords: expectile loss
MaRDI profile type: Publication
full work available at URL: j.jspi.2021.08.003
OpenAlex ID: W3196471003
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DOI: 10.1016/J.JSPI.2021.08.003
description: scientific article; zbMATH DE number 7444365