Statistical inference in the partial functional linear expectile regression model
From MaRDI portal
Publication:2106846
heteroscedasticityexpectile regressionfunctional principal component analysisWald-type testexpectile rank score test
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Functional data analysis (62R10)
Recommendations
- Reproducing kernel-based functional linear expectile regression
- Local linear estimate of the functional expectile regression
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
- On the nonparametric estimation of the functional expectile regression
- Efficient estimation in expectile regression using envelope models
Cites work
- A continuous threshold expectile model
- A reproducing kernel Hilbert space approach to functional linear regression
- A test of linearity in partial functional linear regression
- Asymmetric Least Squares Estimation and Testing
- Bayesian expectile regression with asymmetric normal distribution
- Dynamic semi-parametric factor model for functional expectiles
- Dynamic single-index model for functional data
- Estimation and testing for partially functional linear errors-in-variables models
- Estimation in functional linear quantile regression
- Estimation of Tail Risk Based on Extreme Expectiles
- Expectile asymptotics
- Extremiles: A New Perspective on Asymmetric Least Squares
- Functional data analysis of generalized regression quantiles
- Functional data analysis.
- Functional linear regression analysis for longitudinal data
- Functional partially linear quantile regression model
- Geoadditive expectile regression
- High-dimensional generalizations of asymmetric least squares regression and their applications
- Inference for censored quantile regression models in longitudinal studies
- Methodology and convergence rates for functional linear regression
- On prediction rate in partial functional linear regression
- PCA-based estimation for functional linear regression with functional responses
- Partial functional linear quantile regression
- Partial functional linear regression
- Partially functional linear regression in high dimensions
- Partially functional linear regression in reproducing kernel Hilbert spaces
- Penalized expectile regression: an alternative to penalized quantile regression
- Polynomial spline estimation for partial functional linear regression models
- Prediction in functional linear regression
- Principal component analysis in an asymmetric norm
- Quantile regression in partially linear varying coefficient models
- Relating quantiles and expectiles under weighted-symmetry
- Robust exponential squared loss-based estimation in semi-functional linear regression models
- Semi-functional partial linear regression
- Statistical inference for expectile-based risk measures
- Tests for the linear hypothesis in semi-functional partial linear regression models
- Tests of linear hypotheses based on regression rank scores
- Truncated linear models for functional data
Cited in
(11)- Model selection in semiparametric expectile regression
- Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data
- A continuous threshold expectile model
- Asymptotic normality of the local linear estimator of the functional expectile regression
- The lower regression function and testing expectation dependence dominance hypotheses
- Composite expectile estimation in partial functional linear regression model
- Smooth expectiles for panel data using penalized splines
- scientific article; zbMATH DE number 2152002 (Why is no real title available?)
- Reproducing kernel-based functional linear expectile regression
- The \(k\)th power expectile regression
- Efficient estimation in expectile regression using envelope models
This page was built for publication: Statistical inference in the partial functional linear expectile regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106846)
