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High-dimensional generalizations of asymmetric least squares regression and their applications
Yuwen Gu,
Hui Zou
Statistics (Twin Cities)
Research output
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Contribution to journal
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Article
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peer-review
59
Scopus citations
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Dive into the research topics of 'High-dimensional generalizations of asymmetric least squares regression and their applications'. Together they form a unique fingerprint.
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Keyphrases
Asymmetric Least Squares
100%
Asymmetric Least Squares Regression
100%
Theoretical Properties
22%
Heteroscedasticity
22%
Quantile Regression
22%
Econometrics
11%
High-dimensional Data
11%
High Dimension
11%
Conditional Mean
11%
Penalty Function
11%
Lasso Penalty
11%
Nonconvex Penalty
11%
Low Dimension
11%
Empirical Performance
11%
Scale Variance
11%
SCAD Penalty
11%
Mathematics
Least Square
100%
Asymmetric
100%
Square Regression
100%
Conditionals
15%
Quantile Regression
15%
Heteroscedasticity
15%
Variance
7%
Higher Dimensions
7%
Dimensional Data
7%
Simulated Data
7%
Real Data
7%