Retire: robust expectile regression in high dimensions$f2024
Rebeka Man, Kean Ming Tan, Zian Wang, Wen-Xin Zhou
| Alternative title: | Robust expectile regression in high dimensions |
|---|---|
| Year of publication: |
2024
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| Authors: | Man, Rebeka ; Tan, Kean Ming ; Wang, Zian ; Zhou, Wen-Xin |
| Subject: | Robustness | Quantile regression | Concave regularization | Expectile regression | Heavy-tailed error | Regressionsanalyse | Regression analysis | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Aufsatz zurückgezogen |
| Other identifiers: | 10.1016/j.jeconom.2023.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015074533