Statistical inference in the partial functional linear expectile regression model
DOI10.1007/s11425-020-1848-8zbMath1503.62045OpenAlexW4220809703MaRDI QIDQ2106846
Juxia Xiao, Ping Yu, Xin-Yuan Song, Zhong-Zhan Zhang
Publication date: 29 November 2022
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-020-1848-8
heteroscedasticityfunctional principal component analysisWald-type testexpectile regressionexpectile rank score test
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Linear regression; mixed models (62J05)
Uses Software
Cites Work
- Functional linear regression analysis for longitudinal data
- Asymmetric Least Squares Estimation and Testing
- Expectile asymptotics
- Polynomial spline estimation for partial functional linear regression models
- Geoadditive expectile regression
- Functional partially linear quantile regression model
- A test of linearity in partial functional linear regression
- High-dimensional generalizations of asymmetric least squares regression and their applications
- Dynamic single-index model for functional data
- A reproducing kernel Hilbert space approach to functional linear regression
- On prediction rate in partial functional linear regression
- Estimation in functional linear quantile regression
- Prediction in functional linear regression
- Methodology and convergence rates for functional linear regression
- Inference for censored quantile regression models in longitudinal studies
- Quantile regression in partially linear varying coefficient models
- A continuous threshold expectile model
- PCA-based estimation for functional linear regression with functional responses
- Estimation and testing for partially functional linear errors-in-variables models
- Relating quantiles and expectiles under weighted-symmetry
- Partial functional linear quantile regression
- Partially functional linear regression in reproducing kernel Hilbert spaces
- Partial functional linear regression
- Penalized expectile regression: an alternative to penalized quantile regression
- Dynamic semi-parametric factor model for functional expectiles
- Robust exponential squared loss-based estimation in semi-functional linear regression models
- Principal component analysis in an asymmetric norm
- Tests for the linear hypothesis in semi-functional partial linear regression models
- Functional data analysis.
- Semi-functional partial linear regression
- Partially functional linear regression in high dimensions
- Tests of linear hypotheses based on regression rank scores
- Estimation of Tail Risk Based on Extreme Expectiles
- Bayesian expectile regression with asymmetric normal distribution
- Extremiles: A New Perspective on Asymmetric Least Squares
- Truncated Linear Models for Functional Data
- Statistical Inference for Expectile‐based Risk Measures
- Functional data analysis of generalized regression quantiles