Large-Scale Expectile Regression With Covariates Missing at Random

Large-Scale Expectile Regression With Covariates Missing at Random

Analysis of large volumes of data is very complex due to not only a high level of skewness and heteroscedasticity of variance but also the phenomenon of missing data. Expectile regression is a popular alternative method of analyzing heterogeneous data. In this paper, we consider fitting a linear exp...

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Bibliographic Details
Main Authors: Yingli Pan, Zhan Liu, Wen Cai
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
CSL function
expectile regression
large-scale data
missing at random
proximal ADMM algorithm
Online Access:https://ieeexplore.ieee.org/document/8977537/

Internet

https://ieeexplore.ieee.org/document/8977537/

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