1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 1 cited
Retire: Robust Expectile Regression in High Dimensions
Rebeka Man, Kean Ming Tan, Zian Wang +1
High-dimensional data can often display heterogeneity due to heteroscedastic variance or inhomogeneous covariate effects. Penalized quantile and expectile regression methods offer…
stat.ME2022
A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression
Rebeka Man, Xiaoou Pan, Kean Ming Tan +1
Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional set…