Pages that link to "Item:Q5242482"
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The following pages link to Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482):
Displayed 12 items.
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- Extremile Regression (Q5881158) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)