High-dimensional generalizations of asymmetric least squares regression and their applications

Mathematics

• Least Squares Regression 100%
• High-dimensional 67%
• Least Squares 55%
• Generalization 41%
• Heteroscedasticity 16%
• Quantile Regression 15%
• Penalty 12%
• Lasso 8%
• High-dimensional Data 7%
• Subset 7%
• Econometrics 7%
• Penalty Function 7%
• Finance 7%
• Overlap 7%
• Higher Dimensions 6%
• Efficient Algorithms 5%
• Statistics 4%
• Demonstrate 4%
• Performance 4%

Business & Economics

• Least Squares 89%
• Quantile Regression 25%
• Heteroscedasticity 16%
• Penalty 12%
• Penalty Function 9%
• Finance 6%
• Econometrics 5%
• Statistics 5%
• Performance 2%