Expectile and quantile regression—David and Goliath? (Q4971425)

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scientific article; zbMATH DE number 7258997
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Expectile and quantile regression—David and Goliath?
scientific article; zbMATH DE number 7258997

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