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stat.ME2025
An efficient hybrid approach of quantile and expectile regression
Abdellah Atanane, Abdallah Mkhadri, Karim Oualkacha
Quantiles and expectiles are determined by different loss functions: asymmetric least absolute deviation for quantiles and asymmetric squared loss for expectiles. This distinction…
stat.ME2013
The adaptive Gril estimator with a diverging number of parameters
Mohammed El Anbari, Abdallah Mkhadri
We consider the problem of variables selection and estimation in linear regression model in situations where the number of parameters diverges with the sample size. We propose the…