Inference for high-dimensional linear expectile regression with de-biasing method.
Xiang LiYu-Ning LiLi-Xin ZhangJun ZhaoPublished in: Comput. Stat. Data Anal. (2024)
Keyphrases
- high dimensional
- linear regression
- computational complexity
- parameter space
- feature selection
- feature set
- detection method
- clustering method
- inference process
- high accuracy
- cost function
- significant improvement
- preprocessing
- similarity measure
- locally linear
- linear models
- regression analysis
- closed form
- model selection
- maximum likelihood
- low dimensional