Generalized expectile regression with flexible response function

DOI10.1002/BIMJ.202000203MaRDI QIDQ6091682zbMATHOpenAlexFDO

Authors Elmar Spiegel, Thomas Kneib, Fabian Otto-Sobotka

Publication date 27 November 2023

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.202000203

zbMATH Keywords

distributional regressiongeneralized additive modelsP-splinemonotonicity constraintssingle index models

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

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Cited in

(2)

• Aggregated Expectile Regression by Exponential Weighting
• M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality

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