A continuous threshold expectile model (Q1658402)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A continuous threshold expectile model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous threshold expectile model |
scientific article |
Statements
A continuous threshold expectile model (English)
0 references
14 August 2018
0 references
expectile regression
0 references
threshold
0 references
weighted CUSUM test
0 references
grid search method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
