The \(k\)th power expectile estimation and testing (Q6640982)
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scientific article; zbMATH DE number 7946965
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| English | The \(k\)th power expectile estimation and testing |
scientific article; zbMATH DE number 7946965 |
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The \(k\)th power expectile estimation and testing (English)
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20 November 2024
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the \(k\)th power expectiles
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expectiles
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quantiles
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testing for homoskedasticity
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testing for conditional symmetry
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estimating asymptotic matrix of quantile regression
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