The following pages link to Expectile asymptotics (Q309591):
Displaying 26 items.
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Asymptotic distributions and performance of empirical skewness measures (Q2178161) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Testing Granger non-causality in expectiles (Q6544903) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors (Q6622516) (← links)
