973 citations · 4.4k across the 28 of their papers we have counts for
Showing 2015 · stat.MEShow all
3 papers · 2 filters
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.ME2015★ 1 cited
Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
Yi Yang, Wei Qian, Hui Zou
The Tweedie GLM is a widely used method for predicting insurance premiums. However, the structure of the logarithmic mean is restricted to a linear form in the Tweedie GLM, which c…
stat.ME2015★ 24 cited
Multiclass Sparse Discriminant Analysis
Qing Mai, Yi Yang, Hui Zou
In recent years many sparse linear discriminant analysis methods have been proposed for high-dimensional classification and variable selection. However, most of these proposals foc…