1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.ST2019★ 1 cited
Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity
Jun Zhao, Guan'ao Yan, Yi Zhang
High-dimensional data subject to heavy-tailed phenomena and heterogeneity are commonly encountered in various scientific fields and bring new challenges to the classical statistica…
math.ST2019
Semiparametric Expectile Regression for High-dimensional Heavy-tailed and Heterogeneous Data
Jun Zhao, Guan'ao Yan, Yi Zhang
Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in…