3 papers
stat.AP2026
Robust optimal reconciliation for hierarchical time series forecasting with M-estimation
Zhichao Wang, Shanshan Wang, Wei Cao +1
Aggregation constraints, arising from geographical or sectoral division, frequently emerge in a large set of time series. Coherent forecasts of these constrained series are anticip…
stat.ME2026
Renewable estimation in linear expectile regression models with streaming data sets
Wei Cao, Shanshan Wanga, Xiaoxue Hua
Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide v…
stat.ML2025
Neural Networks for Censored Expectile Regression Based on Data Augmentation
Wei Cao, Shanshan Wang
Expectile regression neural networks (ERNNs) are powerful tools for capturing heterogeneity and complex nonlinear structures in data. However, most existing research has primarily…