Extremile Regression (Q5881158): Difference between revisions

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+Generalized quantiles as risk measures
@@ Property / cites work: Generalized quantiles as risk measures / rank @@
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+Kernel estimators of extreme level curves
@@ Property / cites work: Kernel estimators of extreme level curves / rank @@
+Normal rank
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+Extremiles: A New Perspective on Asymmetric Least Squares
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+Estimation of Tail Risk Based on Extreme Expectiles
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+On Projection‐type Estimators of Multivariate Isotonic Functions
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+A local moment type estimator for an extreme quantile in regression with random covariates
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+Asymptotics of conditional empirical processes
@@ Property / cites work: Asymptotics of conditional empirical processes / rank @@
+Normal rank
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+Asymmetric Least Squares Estimation and Testing
@@ Property / cites work: Asymmetric Least Squares Estimation and Testing / rank @@
+Normal rank
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+A moment estimator for the conditional extreme-value index
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+Conditional empirical processes
@@ Property / cites work: Conditional empirical processes / rank @@
+Normal rank
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+Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup>
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+Local Linear Quantile Regression
@@ Property / cites work: Local Linear Quantile Regression / rank @@
+Normal rank