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
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6.29
FWCI (Field Weighted Citation Impact)
34
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0.96
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Is in top 1%
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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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