Multivariate Factorisable Sparse Asymmetric Least Squares Regression
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More about this item
Keywords
high-dimensionalM-estimator; nuclear norm regularizer; factorization; expectile regression; fMRI; risk perception; multivariate functional data JEL Classification: C38; C55; C61; C91; D87;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-01-29 (Econometrics)
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