Simultaneous confidence bands for expectile functions
DOI10.1007/S10182-011-0182-1zbMATH Open1443.62081OpenAlexW2088555875MaRDI QIDQ1633261FDOQ1633261
Authors: Mengmeng Guo, Wolfgang K. Härdle 
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-011-0182-1
Recommendations
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
- Nonparametric regression expectiles∗
- Confidence bands in quantile regression
- On confidence intervals for semiparametric expectile regression
- Simultaneous confidence bands for extremal quantile regression with splines
kernel smoothingsimultaneous confidence bandsexpectile regressionasymmetric least squaresconsistency rate
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- Quantile regression.
- Title not available (Why is that?)
- Remarks on a Multivariate Transformation
- Robust Statistics
- Strong uniform consistency rates for estimators of conditional functionals
- On some global measures of the deviations of density function estimates
- On Estimation of a Probability Density Function and Mode
- Asymptotic maximal deviation of M-smoothers
- Probabilities of maximal deviations for nonparametric regression function estimates
- Expectiles and \(M\)-quantiles are quantiles
- M-quantiles
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Optimal expectile smoothing
- Assessing value at risk with CARE, the conditional autoregressive expectile models
- Long memory and regime switching
- Bootstrap confidence bands for regression curves and their derivatives
- Putting a price on temperature
- A remark on the approximation of the sample DF in the multidimensional case
- Weather Forecasting for Weather Derivatives
- Uniform consistency of a class of regression function estimators
- Nonparametric regression expectiles∗
- Nonparametric estimates for conditional quantiles of time series
- Upper and lower classes for triangular arrays
Cited In (18)
- Simultaneous inference of the partially linear model with a multivariate unknown function
- Two-sided Confidence Bands with the Inferential Sensitivity of One-Sided Bands
- Simultaneous credible bands for latent Gaussian models
- Simultaneous confidence bands for isotonic functions
- Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
- Do maternal health problems influence child's worrying status? Evidence from the British cohort study
- Confidence Corridors for Multivariate Generalized Quantile Regression
- On confidence intervals for semiparametric expectile regression
- Confidence band for expectation dependence with applications
- Maximum modulus confidence bands
- Optimal simultaneous confidence bounds
- Expectile regression for spatial functional data analysis (sFDA)
- Expectile and quantile regression—David and Goliath?
- Construction of simultaneous confidence bands using conditional Monte Carlo
- Uniform confidence bands: characterization and optimality
- Functional data analysis of generalized regression quantiles
- Smooth expectiles for panel data using penalized splines
- Simultaneous confidence band for the difference of regression functions of two samples
This page was built for publication: Simultaneous confidence bands for expectile functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1633261)
