Jackknife model averaging for expectile regressions in increasing dimension
Yundong Tu, Siwei Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Tu, Yundong ; Wang, Siwei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 197.2020, p. 1-5
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| Subject: | Heteroscedasticity | Expectile regression | High dimensional data | Jackknife model averaging | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109607 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012511075