Pages that link to "Item:Q5242482"

The following pages link to Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482):

Displayed 12 items.

• On the nonparametric estimation of the functional expectile regression (Q784366) ‎ (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) ‎ (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) ‎ (← links)
• Statistical inference in the partial functional linear expectile regression model (Q2106846) ‎ (← links)
• Tail expectile process and risk assessment (Q2278671) ‎ (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) ‎ (← links)
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) ‎ (← links)
• Nonparametric estimation of expectile regression in functional dependent data (Q5030947) ‎ (← links)
• Extremile Regression (Q5881158) ‎ (← links)
• When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) ‎ (← links)
• Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) ‎ (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) ‎ (← links)