Beyond mean regression
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Cites work
- A Bayesian nonparametric approach to inference for quantile regression
- Additive models for quantile regression: model selection and confidence bands
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Assessing value at risk with CARE, the conditional autoregressive expectile models
- Asymmetric Least Squares Estimation and Testing
- Bayesian inference for additive mixed quantile regression models
- Bayesian quantile regression
- Bayesian semiparametric additive quantile regression
- Bayesian semiparametric modelling in quantile regression
- Bayesian smoothing and regression for longitudinal, spatial and event history data.
- Boosting algorithms: regularization, prediction and model fitting
- Expectreg
- Flexible Bayesian quantile regression for independent and clustered data
- (SOFTWARE) gamboostLSS
- Generalized Additive Models for Location, Scale and Shape
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- Generalized structured additive regression based on Bayesian P-splines
- Geoadditive expectile regression
- Geoadditive Models
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2222295 (Why is no real title available?)
- Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
- Modelling Beyond Regression Functions: An Application of Multimodal Regression to Speed–Flow Data
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- On confidence intervals for semiparametric expectile regression
- Optimal expectile smoothing
- Penalized Likelihood for General Semi-Parametric Regression Models
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- Propriety of posteriors in structured additive regression models: Theory and empirical evi\-dence
- Quantile regression.
- Quantile smoothing splines
- Regression Quantiles
- Semiparametric Regression
- Simultaneous estimation of quantile curves using quantile sheets
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- Variable Selection and Model Choice in Geoadditive Regression Models
Cited in
(40)- Beyond three inferential values
- Expectiles, omega ratios and stochastic ordering
- A continuous threshold expectile model
- Comparative study and sensitivity analysis of skewed spatial processes
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- Local linear estimate of the functional expectile regression
- A new formulation of the dagum distribution in terms of income inequality and poverty measures
- LGM split sampler: an efficient MCMC sampling scheme for latent Gaussian models
- Distributional regression for demand forecasting in e-grocery
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses
- Dynamic semi-parametric factor model for functional expectiles
- Predicting the Whole Distribution with Methods for Depth Data Analysis Demonstrated on a Colorectal Cancer Treatment Study
- Expectile and quantile regression—David and Goliath?
- Statistical modelling of gained university credits to evaluate the role of pre-enrolment assessment tests: An approach based on quantile regression for counts
- Nonparametric estimation of expectile regression in functional dependent data
- Gaussian Markov random field spatial models in GAMLSS
- Bayesian quantile regression analysis for continuous data with a discrete component at zero
- Quantile regression: A short story on how and why
- GAMLSS: A distributional regression approach
- Multivariate calibration with robust signal regression
- Smooth expectiles for panel data using penalized splines
- The MLE of Aigner, Amemiya, and Poirier is \textit{not} the expectile MLE
- Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching
- A boosting first-hitting-time model for survival analysis in high-dimensional settings
- Weighted expectile regression with covariates missing at random
- Dimension reduction techniques for conditional expectiles
- Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression
- Mixture of experts distributional regression: implementation using robust estimation with adaptive first-order methods
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
- Linear or smooth? Enhanced model choice in boosting via deselection of base-learners
- P-splines and GAMLSS: a powerful combination, with an application to zero-adjusted distributions
- Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients
- Instrumental variable estimation of distributional causal effects
- A balanced statistical boosting approach for GAMLSS via new step lengths
- Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
- Renewable estimation in expectile regression model with streaming data sets
- Nonparametric expectile shortfall regression for functional data
- Computational analysis of expectile and deviation expectile portfolio optimization models
- Copula-based estimation of health inequality measures
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