Expectile regression for spatial functional data analysis (sFDA)

DOI10.1007/S00184-021-00846-XMaRDI QIDQ2142464zbMATH OpenOpenAlexFDO

Authors Mustapha Rachdi, Ali Laksaci, Noriah M. Al-Kandari

Publication date 27 May 2022

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-021-00846-x

zbMATH Keywords

expectile regressionrisk measuresvalue-at-risk (VaR)expected shortfall (ES)ARCH processspatio-functional data analysis (sFDA)

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 775727 (Why is no real title available?)
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• Nonparametric spatial prediction
• Real-time monitoring of carbon monoxide using value-at-risk measure and control charting
• Recent advances in functional data analysis and high-dimensional statistics
• Simultaneous confidence bands for expectile functions
• Spatial linear processes
• Statistical spatial series modelling

Cited in

(3)

• Optimal sampling for spatial prediction of functional data
• Spatial expectile predictions for elliptical random fields
• Asymptotic normality of the local linear estimator of the functional expectile regression

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Uses Software

• fda (R)

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