A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
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Cites work
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 775727 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Akaike's information criterion in generalized estimating equations
- An SVM-like approach for expectile regression
- An elastic-net penalized expectile regression with applications
- Asymmetric Least Squares Estimation and Testing
- Asymptotic results with generalized estimating equations for longitudinal data
- Asymptotics for generalized estimating equations with large cluster sizes
- Bayesian expectile regression with asymmetric normal distribution
- Bayesian regularisation in geoadditive expectile regression
- Combining regression quantile estimators
- Distributed optimization and statistical learning for large-scale penalized expectile regression
- Expectile regression for analyzing heteroscedasticity in high dimension
- Generalized Estimating Equations
- Influential observations, high leverage points, and outliers in linear regression
- Instrumental Variables Regression with Independent Observations
- Iterative estimating equations: Linear convergence and asymptotic properties
- Linear quantile regression models for longitudinal experiments: an overview
- Longitudinal data analysis using generalized linear models
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
- Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
- Nonparametric multiple expectile regression via ER-Boost
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Penalized expectile regression: an alternative to penalized quantile regression
- Quantile Regression Models with Multivariate Failure Time Data
- Quantile Regression for Correlated Observations
- Quantile regression for longitudinal data
- Regression Quantiles
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Smooth expectiles for panel data using penalized splines
- Smoothing combined estimating equations in quantile regression for longitudinal data
Cited in
(9)- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- Robust optimal subsampling based on weighted asymmetric least squares
- Estimation and testing of expectile regression with efficient subsampling for massive data
- Linear mixed effects double penalized L p -quantile regression model for longitudinal data
- Bayesian variable selection and estimation based on asymmetric squared loss in high dimensions
- An efficient hybrid approach of quantile and expectile regression
- expectgee
- expectreg
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
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