SALES

This R package fits the penalized asymmetric least squares, i.e., the penalized expectile regression, and its generalizations.

Aggregated Expectile Regression by Exponential Weighting

We propose a nonparametric approach to expectile regression estimation via model combination.

High-Dimensional Generalizations of Asymmetric Least Squares Regression and Their Applications

We consider sparse penalized asymmetric least squares regression and its generalizations.