Simultaneous confidence bands for expectile functions
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Publication:1633261
DOI10.1007/s10182-011-0182-1zbMath1443.62081OpenAlexW2088555875MaRDI QIDQ1633261
Mengmeng Guo, Wolfgang Karl 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
kernel smoothingasymmetric least squaresconsistency ratesimultaneous confidence bandsexpectile regression
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
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