155 citations · 888 across the 24 of their papers we have counts for
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stat.ME2015
Flexible Expectile Regression in Reproducing Kernel Hilbert Space
Yi Yang, Teng Zhang, Hui Zou
Expectile, first introduced by Newey and Powell (1987) in the econometrics literature, has recently become increasingly popular in risk management and capital allocation for financ…
stat.ME2013★ 103 cited
Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models
Teng Zhang, Ami Wiesel, Maria Sabrina Grec
We consider covariance estimation in the multivariate generalized Gaussian distribution (MGGD) and elliptically symmetric (ES) distribution. The maximum likelihood optimization ass…