Pages that link to "Item:Q1332873"
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The following pages link to Expectiles and \(M\)-quantiles are quantiles (Q1332873):
Displaying 50 items.
- Local polynomial expectile regression (Q123172) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Isotonicity properties of generalized quantiles (Q712544) (← links)
- Quantity quantiles linear regression (Q734460) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- On confidence intervals for semiparametric expectile regression (Q746256) (← links)
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- Spatial expectile predictions for elliptical random fields (Q1657810) (← links)
- On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (Q1659114) (← links)
- Comparative study and sensitivity analysis of skewed spatial processes (Q1695505) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Shadow prices and marginal abatement costs: convex quantile regression approach (Q2029051) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Financial risk meter FRM based on expectiles (Q2078547) (← links)
- The relationship between longevity and lifespan variation (Q2082456) (← links)
- Local linear estimate of the functional expectile regression (Q2107583) (← links)
- Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
- Point forecasting and forecast evaluation with generalized Huber loss (Q2136606) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Random distributions via sequential quantile array (Q2180073) (← links)
- Pseudo-quantile functional data clustering (Q2181734) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
- Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- Comparison of \(L_p\)-quantiles and related skewness measures (Q2667589) (← links)
- Variable selection in expectile regression (Q4563484) (← links)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
- TERES: Tail Event Risk Expectile Shortfall (Q4991087) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Nonparametric multiple expectile regression via ER-Boost (Q5220800) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Functional data analysis of generalized regression quantiles (Q5962733) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
