The following pages link to Expectile asymptotics (Q309591):
Displaying 17 items.
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← 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)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Asymptotic distributions and performance of empirical skewness measures (Q2178161) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
