The following pages link to Quantiles, expectiles and splines (Q2630078):
Displaying 23 items.
- Local polynomial expectile regression (Q123172) (← links)
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Asymmetric least squares support vector machine classifiers (Q1615251) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Multivariate factorizable expectile regression with application to fMRI data (Q1662166) (← links)
- Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- On possibilistic representations of fuzzy intervals (Q2293193) (← links)
- Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms (Q2329594) (← links)
- Generalizing Koenker's distribution (Q2437869) (← links)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
- Bayesian expectile regression with asymmetric normal distribution (Q4975165) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Asymmetric influence measure for high dimensional regression (Q5093730) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- Generalized quantile and expectile properties for shape constrained nonparametric estimation (Q6168512) (← links)