Abstract The Machado-Mata decomposition building on quantile regression has been extensively analyzed in the literature focusing gender wage inequality. In this study, we generalize to expectile framework, which, best of our knowledge, never applied strand literature. contrast, recent years, expectiles have gained increasing attention other contexts as an alternative traditional quantiles, prov...

Since its early use in least squares regression problems, the `1-penalization framework for variable selection has been employed in conjunction with a wide range of loss functions encompassing regression, classification and survival analysis. While a well developed theory exists for the `1-penalized least squares estimates, few results concern the behavior of `1-penalized estimates for general ...

A number of criteria exist to select the penalty in penalized spline regression, but the selection of the number of spline basis functions has received much less attention in the literature. We propose to use a maximum likelihood-based criterion to select the number of basis functions in penalized spline regression. The criterion is easy to apply and we describe its theoretical and practical pr...

Since its early use in least squares regression problems, the l1-penalization framework for variable selection has been employed in conjunction with a wide range of loss functions encompassing regression, classification and survival analysis. While a well developed theory exists for the l1-penalized least squares estimates, few results concern the behavior of l1-penalized estimates for general ...