Jackknife model averaging for expectile regressions in increasing dimension
Year of publication: |
2020
|
---|---|
Authors: | Tu, Yundong ; Wang, Siwei |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 197.2020, p. 1-5
|
Subject: | Heteroscedasticity | Expectile regression | High dimensional data | Jackknife model averaging | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Heteroskedastizität |
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