Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7470039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models |
scientific article; zbMATH DE number 7470039 |
Statements
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (English)
0 references
7 February 2022
0 references
expectiles
0 references
extreme value analysis
0 references
heavy-tailed distribution
0 references
heteroscedasticity
0 references
regression models
0 references
residual-based estimators
0 references
single-index model
0 references
tail empirical process of residuals
0 references
0 references
0 references
0 references
0 references
0.8593369722366333
0 references
0.8323507308959961
0 references
0.828976571559906
0 references
0.8229456543922424
0 references
0.8213136196136475
0 references
