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05/12/2023
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model with possibly missing response variable
We consider a linear model which can have a large number of explanatory ...
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03/11/2022
Automatic selection by penalized asymmetric Lq-norm in an high-dimensional model with grouped variables
The paper focuses on the automatic selection of the grouped explanatory ...
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07/29/2020
Real-time detection of a change-point in a linear expectile model
In the present paper we address the real-time detection problem of a cha...
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05/20/2019
Detection of similar successive groups in a model with diverging number of variable groups
In this paper, a linear model with grouped explanatory variables is cons...
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01/28/2019
Change-point detection in a linear model by adaptive fused quantile method
A novel approach to quantile estimation in multivariate linear regressio...
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01/15/2019
Change-point Detection by the Quantile LASSO Method
A simultaneous change-point detection and estimation in a piece-wise con...
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12/07/2018
Variable selection in high-dimensional linear model with possibly asymmetric or heavy-tailed errors
We consider the problem of automatic variable selection in a linear mode...
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05/16/2018