Generalized expectile regression with flexible response function

DOI10.1002/BIMJ.202000203zbMATH Open1523.62208OpenAlexW3135932922MaRDI QIDQ6091682FDOQ6091682

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)

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

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