Extremile Regression
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- Extreme regression
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- Regression-type analysis for multivariate extreme values
- Linear Regression with Extreme Value Residuals
- Sparse regression for extreme values
Cites work
- A local moment type estimator for an extreme quantile in regression with random covariates
- A moment estimator for the conditional extreme-value index
- Asymmetric Least Squares Estimation and Testing
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Asymptotics of conditional empirical processes
- Conditional empirical processes
- Estimation of Tail Risk Based on Extreme Expectiles
- Extremiles: A New Perspective on Asymmetric Least Squares
- Generalized quantiles as risk measures
- Kernel estimators of extreme level curves
- Local Linear Quantile Regression
- On projection-type estimators of multivariate isotonic functions
Cited in
(38)- Kernel estimation of extreme regression risk measures
- Extremal quantile regression
- On kernel smoothing for extremal quantile regression
- Averaged extreme regression quantile
- Inference for extremal conditional quantile models, with an application to market and birthweight risks
- Risk tuning with generalized linear regression
- Extreme regression
- scientific article; zbMATH DE number 3956988 (Why is no real title available?)
- On extreme regression quantiles
- A modeler's guide to extreme value software
- When copulas and smoothing met: an interview with Irène Gijbels
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting
- Authors' reply to the discussion of: ``Extreme-value modelling of migratory bird arrival dates: insights from citizen-science data
- Authors' reply to the discussion of ``Frequentist prediction sets for species abundance using indirect information at the `Discussion meeting on the analysis of citizen science data'
- Authors' reply to the discussion of: ``Efficient statistical inference methods for assessing changes in species' populations using citizen science data at the `Discussion meeting on the analysis of citizen science data'
- Maozai Tian's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Stefano Rizzelli's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Allan Reese's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Subhash Lele's contribution to the discussion of `The discussion meeting on the analysis of citizen science data'
- Kuldeep Kumar's contribution to the discussion of `The discussion meeting on the analysis of citizen science data'
- Raphaël Huser and Andrew Zammit-Mangion's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Dani Gamerman's contribution to the discussion of `The discussion meeting on the analysis of citizen science data'
- Abdelaati daouia and gilles Stupfler's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Léo R. Belzile and Rishikesh Yadav's contribution to the discussion of `The discussion meeting on the analysis of citizen science data'
- Jafet Belmont, Sara Martino, Janine Illian, and Håvard Rue's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Benjamin R. Baer's contribution to the discussion of `The discussion meeting on analysis of citizen science data'
- Andrej Srakar's contribution to the discussion of `The discussion meeting on the analysis of citizen science data'
- Seconder of the vote of thanks and contribution to the discussion of `the discussion meeting on the analysis of citizen science data'
- Proposer of the vote of thanks and contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
- Extreme-value modelling of migratory bird arrival dates: insights from citizen science data
- Frequentist prediction sets for species abundance using indirect information
- Efficient statistical inference methods for assessing changes in species' populations using citizen science data
- Nonparametric estimation of conditional expectile-based risk measures
- Single-index models for extreme value index regression
- Divide and conquer for generalized approximately expectile regression
- Estimation and Inference for Extreme Continuous Treatment Effects
- Copula-based expectile regression: estimation and inference
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