JOURNAL ARTICLE
Penalized expectile regression: an alternative to penalized quantile regression
Lina LiaoCheolwoo ParkHosik Choi
Year: 2018 Journal: Annals of the Institute of Statistical Mathematics Vol: 71 (2)Pages: 409-438 Publisher: Springer Science+Business Media
Keywords:
Quantile regression Heteroscedasticity Mathematics Regression Lasso (programming language) Quantile Statistics Econometrics Regression analysis Isotonic regression Estimator Computer science
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50
Cited By
6.29
FWCI (Field Weighted Citation Impact)
34
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0.96
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Citation History
Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Process Monitoring
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
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