Nonparametric expectile shortfall regression for functional data

DOI10.1515/DEMA-2025-0125MaRDI QIDQ6976101zbMATH OpenFDO

Authors Ibrahim M. Almanjahie, Hanan Abood, Salim Bouzebda, Fatimah Alshahrani, Ali Laksaci

Publication date 2 June 2025

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

functional dataexpected shortfallquantile regressionexpectile regressionkernel methodcomplete consistencyfinancial risk

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Functional data analysis (62R10)

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