High-dimensional expectile regression incorporating graphical structure among predictors

Author:

Pan Yingli1,Zhao Xiaoluo1,Wei Sha1,Liu Zhan1

Affiliation:

1. Hubei Key Laboratory of Applied Mathematics, Faculty of Mathematics and Statistics, Hubei University, Wuhan, People's Republic of China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Reference27 articles.

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2. Bakin S. Adaptive regression and model selection in data mining problems [PhD thesis]. Canberra: Australian National University; 1999.

3. Obozinski G, Jacob L, Vert JP. Group Lasso with overlaps: the latent group lasso approach. Preprint; 2011. Available from: arXiv:1110.0413.

4. Theoretical properties of the overlapping groups lasso

5. Regression Quantiles

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