KERE

R package 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.

References in zbMATH (referenced in 1 article )

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  1. Zheng, Songfeng: KLERC: kernel Lagrangian expectile regression calculator (2021)