Smooth expectiles for panel data using penalized splines
From MaRDI portal
Publication:517410
DOI10.1007/s11222-015-9621-2zbMath1505.62362OpenAlexW2283418969MaRDI QIDQ517410
Linda Schulze Waltrup, Göran Kauermann
Publication date: 23 March 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-015-9621-2
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)
Related Items
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions, Shrinkage estimation of fixed and random effects in linear quantile mixed models, Asymmetric influence measure for high dimensional regression, Weighted expectile regression with covariates missing at random, Partially Linear Expectile Regression Using Local Polynomial Fitting, An elastic-net penalized expectile regression with applications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
- Linear quantile mixed models
- Asymmetric Least Squares Estimation and Testing
- Geoadditive expectile regression
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- On confidence intervals for semiparametric expectile regression
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Optimal expectile smoothing
- Expectiles and \(M\)-quantiles are quantiles
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Simultaneous confidence bands for expectile functions
- Simultaneous estimation of quantile curves using quantile sheets
- Quantile regression for longitudinal data
- Smoothing and mixed models
- Semiparametric regression during 2003--2007
- Penalized regression, mixed effects models and appropriate modelling
- Quantiles, expectiles and splines
- Some Asymptotic Results on Generalized Penalized Spline Smoothing
- Empirical likelihood and quantile regression in longitudinal data analysis
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- NonparametricM-quantile regression using penalised splines
- A Note on Penalized Spline Smoothing With Correlated Errors
- Estimation in generalized linear models with random effects
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Regression Quantiles
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Semiparametric Regression
- Regression
- Beyond mean regression
- Expectile and quantile regression—David and Goliath?