Pages that link to "Item:Q4971425"

The following pages link to Expectile and quantile regression—David and Goliath? (Q4971425):

Displaying 35 items.

• Local polynomial expectile regression (Q123172) (← links)
• Smooth expectiles for panel data using penalized splines (Q517410) (← links)
• On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
• Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
• Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
• A continuous threshold expectile model (Q1658402) (← links)
• An SVM-like approach for expectile regression (Q1658446) (← links)
• Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Shadow prices and marginal abatement costs: convex quantile regression approach (Q2029051) (← links)
• The relationship between longevity and lifespan variation (Q2082456) (← links)
• Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
• Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
• A discrete density approach to Bayesian quantile and expectile regression with discrete responses (Q2241715) (← links)
• Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms (Q2329594) (← 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)
• Variable selection in expectile regression (Q4563484) (← links)
• Spatio-temporal expectile regression models (Q4971513) (← 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)
• An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
• Asymmetric influence measure for high dimensional regression (Q5093730) (← links)
• An elastic-net penalized expectile regression with applications (Q5861466) (← links)
• The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) (← links)
• Partially Linear Expectile Regression Using Local Polynomial Fitting (Q5870994) (← links)
• Modelling Flow in Gas Transmission Networks Using Shape-Constrained Expectile Regression (Q5871000) (← links)
• Generalized expectile regression with flexible response function (Q6091682) (← links)
• Non-crossing convex quantile regression (Q6117827) (← links)
• Generalized quantile and expectile properties for shape constrained nonparametric estimation (Q6168512) (← links)
• Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
• Expectile and M-quantile regression for panel data (Q6547770) (← links)
• Spatially filtered unconditional quantile regression: application to a hedonic analysis (Q6626086) (← links)
• Weighted expectile regression for right-censored data (Q6628241) (← links)