Pages that link to "Item:Q1660129"
From MaRDI portal
The following pages link to Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129):
Displayed 22 items.
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- On entropy goodness-of-fit test based on integrated distribution function (Q4960695) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- Asymmetric influence measure for high dimensional regression (Q5093730) (← links)
- On entropy-based goodness-of-fit test for asymmetric Student-<i>t</i> and exponential power distributions (Q5106768) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Expectile trace regression via low-rank and group sparsity regularization (Q6192205) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)