An elastic-net penalized expectile regression with applications.

Xu, Q F; Ding, X H; Jiang, C X; Yu, K M; Shi, L

Xu, Q F; Ding, X H; Jiang, C X; Yu, K M; Shi, L.

Afiliación

Xu QF; School of Management, Hefei University of Technology, Hefei, People's Republic of China.
Ding XH; Key Laboratory of Process Optimization and Intelligent Decision-making, Ministry of Education, Hefei, People's Republic of China.
Jiang CX; School of Management, Hefei University of Technology, Hefei, People's Republic of China.
Yu KM; School of Management, Hefei University of Technology, Hefei, People's Republic of China.
Shi L; Department of Mathematics, Brunel University London, Uxbridge, UK.

J Appl Stat ; 48(12): 2205-2230, 2021.

Article en En | MEDLINE | ID: mdl-35706613

Palabras clave

62J05; Expectile regression; SNCD; elastic-net; high-dimensional data; variable selection

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Texto completo: 1 Colección: 01-internacional Banco de datos: MEDLINE Tipo de estudio: Prognostic_studies Idioma: En Revista: J Appl Stat Año: 2021 Tipo del documento: Article

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