Expectile and quantile regression—David and Goliath? (Q4971425): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: P-splines quantile regression estimation in varying coefficient models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression with monotonicity restrictions using P-splines and the L1-norm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noncrossing quantile regression curve estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>M</i>-quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile and Probability Curves Without Crossing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantiles, expectiles and splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of additive quantile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839921 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discussion: The beauty of expectiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous confidence bands for expectile functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression in varying coefficient models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating densities, quantiles, quantile densities and density quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Expectiles and \(M\)-quantiles are quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beyond mean regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on L-estimates for linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discussion: Living beyond our means / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile smoothing splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing value at risk with CARE, the conditional autoregressive expectile models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient estimation of the conditional expected shortfall / rank
 
Normal rank
Property / cites work
 
Property / cites work: On monotonicity of regression quantile functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric Least Squares Estimation and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection of varying coefficient models in quantile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric<i>M</i>-quantile regression using penalised splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric regression during 2003--2007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal expectile smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous estimation of quantile curves using quantile sheets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On confidence intervals for semiparametric expectile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geoadditive expectile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the retransformed conditional mean in health care cost studies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stepwise multiple quantile regression estimation using non-crossing constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: GACV for quantile smoothing splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: COHERENCE AND ELICITABILITY / rank
 
Normal rank

Latest revision as of 18:54, 23 July 2024

scientific article; zbMATH DE number 7258997
Language Label Description Also known as
English
Expectile and quantile regression—David and Goliath?
scientific article; zbMATH DE number 7258997

    Statements

    Expectile and quantile regression—David and Goliath? (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    12 October 2020
    0 references
    expected shortfall
    0 references
    least asymmetrically weighted squares
    0 references
    non-crossing
    0 references
    penalized splines
    0 references
    semiparametric
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers