Factorisable sparse tail event curves with expectiles - Wolfgang Karl Härdle; Chen Huang; Shih-Kang Chao (Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2016)
Additional information: Oberwolfach Report: New Developments in Functional and Highly Multivariate Statistical Methodology
Keywords: C38; C55; C61; C91; D87; 330; multivariate functional data; high-dimensional M-estimators; nuclear norm regularizer; factor analysis; expectile regression; fMRI; risk perception