Discussion: The beauty of expectiles

DOI10.1177/1471082X13494313MaRDI QIDQ4970817zbMATH OpenOpenAlexFDO

Authors Paul Eilers

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x13494313

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(12)

• Expectiles, omega ratios and stochastic ordering
• Local linear estimate of the functional expectile regression
• Expectile and quantile regression—David and Goliath?
• Nonparametric estimation of expectile regression in functional dependent data
• A class of distortion measures generated from expectile and its estimation
• Dimension reduction techniques for conditional expectiles
• Parametric expectile regression and its application for premium calculation
• The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
• Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
• Nonparametric expectile shortfall regression for functional data
• Set-valued expectiles for ordered data analysis
• Computational analysis of expectile and deviation expectile portfolio optimization models

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