The \(k\)th power expectile regression

DOI10.1007/s10463-019-00738-yzbMath1479.62025OpenAlexW2996294044MaRDI QIDQ2046477

Fu-ming Lin, Yong Zhou, Yingying Jiang

Publication date: 18 August 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-019-00738-y

zbMATH Keywords

robustnessconsistencyasymptotic normalityefficiencyquantilesexpectiles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression, Improved kth power expectile regression with nonignorable dropouts

Uses Software

• CAViaR

Cites Work

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