A continuous threshold expectile model

DOI10.1016/j.csda.2017.07.005zbMath1466.62225arXiv1611.02609OpenAlexW2551799226WikidataQ47286169 ScholiaQ47286169MaRDI QIDQ1658402

Qunhua Li, Fei-Peng Zhang

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02609

zbMATH Keywords

thresholdweighted CUSUM testexpectile regressiongrid search method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (8)

Variable selection in high-dimensional linear model with possibly asymmetric errors ⋮ A bent line Tobit regression model with application to household financial assets ⋮ Real-time detection of a change-point in a linear expectile model ⋮ An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity ⋮ A new estimation method for continuous threshold expectile model ⋮ Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments ⋮ Generalized linear-quadratic model with a change point due to a covariate threshold ⋮ Statistical inference in the partial functional linear expectile regression model

Uses Software

• R
• Rfit
• Worm plot
• Expectreg
• cthreshER

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