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Journal of the Royal Statistical Society. Series B (Statistical Methodology), ISSN 1369-7412, 6/2009, Volume 71, Issue 3, pp. 671 - 683
Journal Article
Journal of the American Statistical Association, ISSN 0162-1459, 03/2010, Volume 105, Issue 489, pp. 312 - 323
Journal Article
Journal of the Korean Statistical Society, ISSN 1226-3192, 09/2017, Volume 46, Issue 3, pp. 390 - 403
In this paper, we focus on the variable selection based on the weighted least absolute deviation (WLAD) regression with the diverging number of parameters. The... 
WLAD–SCAD | Robust regularization | Oracle property | Variable selection | Secondary | WLAD-SCAD | Primary | LINEAR-REGRESSION | APPROXIMATION | STATISTICS & PROBABILITY | QUANTILE REGRESSION | ORACLE PROPERTIES | ROBUST REGRESSION | NONCONCAVE PENALIZED LIKELIHOOD | SHRINKAGE | MODEL SELECTION | LASSO | ABSOLUTE DEVIATION METHOD | 통계학
Journal Article
Applied Mathematics and Computation, ISSN 0096-3003, 01/2013, Volume 219, Issue 9, pp. 4560 - 4569
An adaptive parameter tuning of particle swarm optimization based on velocity information (APSO-VI) algorithm is proposed. In this paper the velocity... 
Inertia weight | Average absolute value of velocity | Particle swarm optimization | Nonlinear ideal velocity | MATHEMATICS, APPLIED | ACCELERATION COEFFICIENTS | DYNAMIC ADAPTATION | STRATEGY | INERTIA | CONVERGENCE | Mathematical optimization | Analysis | Algorithms
Journal Article
IEEE Transactions on Power Systems, ISSN 0885-8950, 09/2018, Volume 33, Issue 5, pp. 4751 - 4759
Journal Article
Journal of Econometrics, ISSN 0304-4076, 01/2015, Volume 184, Issue 1, pp. 158 - 173
This paper introduces the concept of risk parameter in conditional volatility models of the form and develops statistical procedures to estimate this... 
Value-at-Risk | GARCH | Quantile regression | Quasi-maximum likelihood | Risk measures | MAXIMUM-LIKELIHOOD-ESTIMATION | ABSOLUTE DEVIATION ESTIMATION | GARCH MODELS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | QML ESTIMATION | TIME-SERIES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | EFFICIENCY
Journal Article
Monthly Notices of the Royal Astronomical Society, ISSN 0035-8711, 2019, Volume 484, Issue 1, pp. 451 - 475
Journal Article
Earthquake Engineering & Structural Dynamics, ISSN 0098-8847, 07/2016, Volume 45, Issue 9, pp. 1515 - 1535
Journal Article
Astrophysical Journal, ISSN 0004-637X, 10/2016, Volume 829, Issue 2, p. 108
Journal Article
Journal of Environmental Radioactivity, ISSN 0265-931X, 12/2017, Volume 180, pp. 120 - 126
Journal Article