Geoadditive expectile regression
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Publication:433230
DOI10.1016/J.CSDA.2010.11.015zbMATH Open1241.62058OpenAlexW2013182691MaRDI QIDQ433230FDOQ433230
Authors: Fabian Sobotka, Thomas Kneib 
Publication date: 13 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.11.015
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Nonparametric regression and quantile regression (62G08) Directional data; spatial statistics (62H11) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Geostatistics (86A32)
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Cited In (52)
- Dimension reduction techniques for conditional expectiles
- KLERC: kernel Lagrangian expectile regression calculator
- \(K\)-expectiles clustering
- Statistical inference in the partial functional linear expectile regression model
- Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms
- A unified framework of constrained regression
- An SVM-like approach for expectile regression
- Generalized expectile regression with flexible response function
- Weighted expectile regression with covariates missing at random
- Asymmetric least squares support vector machine classifiers
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Expectile regression for analyzing heteroscedasticity in high dimension
- Tail expectile process and risk assessment
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions
- Boosting for statistical modelling-A non-technical introduction
- Analyzing ozone concentration by Bayesian spatio-temporal quantile regression
- ExpectHill estimation, extreme risk and heavy tails
- On confidence intervals for semiparametric expectile regression
- Bayesian expectile regression with asymmetric normal distribution
- Asymmetric influence measure for high dimensional regression
- Expectile trace regression via low-rank and group sparsity regularization
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
- Spatially filtered unconditional quantile regression: application to a hedonic analysis
- Weighted expectile regression for right-censored data
- Spatial expectile predictions for elliptical random fields
- Model-based boosting in R: a hands-on tutorial using the R package mboost
- An elastic-net penalized expectile regression with applications
- On automatic bias reduction for extreme expectile estimation
- Efficient estimation in expectile regression using envelope models
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Additive Expectancy Regression
- Expectile and quantile regression—David and Goliath?
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- Beyond mean regression
- Variable selection in expectile regression
- Geoadditive Survival Models
- Bayesian structured additive distributional regression with an application to regional income inequality in Germany
- Modelling Flow in Gas Transmission Networks Using Shape-Constrained Expectile Regression
- Spatio-temporal expectile regression models
- Iteratively reweighted least square for kernel expectile regression with random features
- Bayesian regularisation in geoadditive expectile regression
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces
- Learning rates for kernel-based expectile regression
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
- Smooth expectiles for panel data using penalized splines
- Binary quantile regression and variable selection: A new approach
- Distributed optimization and statistical learning for large-scale penalized expectile regression
- Testing Granger non-causality in expectiles
- An expectile computation cookbook
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