Pages that link to "Item:Q4345899"
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The following pages link to Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup> (Q4345899):
Displayed 17 items.
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← 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)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Generalizing Koenker's distribution (Q2437869) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- Variable selection in expectile regression (Q4563484) (← links)
- Functional data analysis of generalized regression quantiles (Q5962733) (← links)