Pages that link to "Item:Q153948"
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The following pages link to Asymmetric Least Squares Estimation and Testing (Q153948):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Risk (Q153963) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Density regression based on proportional hazards family (Q296370) (← links)
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Expectile asymptotics (Q309591) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Geoadditive expectile regression (Q433230) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← 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)
- Bayesian structured additive distributional regression with an application to regional income inequality in Germany (Q746695) (← links)
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Huber-type principal expectile component analysis (Q830604) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- Semiparametric median estimation of the Type 3 Tobit model (Q1327959) (← links)
- Expectiles and \(M\)-quantiles are quantiles (Q1332873) (← links)
- Asymmetric recursive methods for time series (Q1340773) (← links)
- Pairwise difference estimators of censored and truncated regression models (Q1341196) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (Q1362029) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Glejser's test revisited (Q1580345) (← links)
- Asymmetric least squares support vector machine classifiers (Q1615251) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Simultaneous estimation of quantile curves using quantile sheets (Q1633277) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Spatial expectile predictions for elliptical random fields (Q1657810) (← links)
