Multivariate factorisable sparse asymmetric least squares regression
Year of publication: |
2016
|
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Authors: | Chao, Shih-Kang ; Härdle, Wolfgang Karl ; Huang, Chen |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | high-dimensionalM-estimator | nuclear norm regularizer | factorization | expectile regression | fMRI | risk perception | multivariate functional data |
Series: | SFB 649 Discussion Paper ; 2016-058 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 876293798 [GVK] hdl:10419/162500 [Handle] RePEc:zbw:sfb649:sfb649dp2016-058 [RePEc] |
Classification: | c38 ; c55 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C91 - Laboratory, Individual Behavior ; D87 - Neuroeconomics |
Source: |
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