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Bayesian regularisation in geoadditive expectile regression
Statistics and Computing, 2016Thomas Kneib, Elisabeth Bergherr
exaly
Expectile regression for analyzing heteroscedasticity in high dimension
Statistics and Probability Letters, 2018Jun Zhao
exaly
Communications in Statistics - Theory and Methods
Communications in Statistics - Theory and Methods, 2018exaly
Bayesian expectile regression with asymmetric normal distribution
Communications in Statistics - Theory and Methods, 2017exaly