KERE: Expectile Regression in Reproducing Kernel Hilbert Space

An efficient algorithm inspired by majorization-minimization principle for solving the entire solution path of a flexible nonparametric expectile regression estimator constructed in a reproducing kernel Hilbert space.

AuthorYi Yang, Teng Zhang, Hui Zou
Date of publication2015-08-28 00:35:09
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL-2
Version1.0.0

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