A new estimation method for continuous threshold expectile model

DOI10.1080/03610918.2017.1383424MaRDI QIDQ5085039zbMATH OpenOpenAlexFDO

Authors Xiaoying Zhou, Feipeng Zhang

Publication date 29 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1383424

zbMATH Keywords

continuous threshold expectile modellinearization techniquethreshold

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)

Cites work

• A continuous threshold expectile model
• A note on estimating the bent line quantile regression model
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• Bent line quantile regression with application to an allometric study of land mammals' speed and mass
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• Inference in Two-Phase Regression
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• On asymptotic distribution theory in segmented regression problems - identified case
• On confidence intervals for semiparametric expectile regression
• Optimal expectile smoothing
• Regression Quantiles
• Some Hypotheses Concerning Two Phase Regression Lines
• Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling

Cited in

(1)

• Linear-quadratic Tobit regression model with a change point due to a covariate threshold

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