Local polynomial expectile regression
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- scientific article; zbMATH DE number 775727 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- M-quantiles
- Asymmetric Least Squares Estimation and Testing
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Coherence and elicitability
- Expectile and quantile regression—David and Goliath?
- Expectiles and M-quantiles are quantiles
- Generalized quantiles as risk measures
- Iterative weighted least squares estimators
- Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
- Local Linear Quantile Regression
- Nonparametric multiple expectile regression via ER-Boost
- On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
- Optimal expectile smoothing
- Quantile regression.
- Quantiles, expectiles and splines
- Regression Quantiles
- Relating quantiles and expectiles under weighted-symmetry
- Robust Statistics
- Statistical inference for expectile-based risk measures
- Testing heteroscedasticity in nonparametric regression models based on residual analysis
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