Dimension reduction techniques for conditional expectiles
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Cites work
- scientific article; zbMATH DE number 5957364 (Why is no real title available?)
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- scientific article; zbMATH DE number 739534 (Why is no real title available?)
- scientific article; zbMATH DE number 775727 (Why is no real title available?)
- 10.1162/153244303768966085
- M-quantiles
- An Effective Bandwidth Selector for Local Least Squares Regression
- Assessing value at risk with CARE, the conditional autoregressive expectile models
- Asymmetric Least Squares Estimation and Testing
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Asymptotic properties of kernel estimators based on local medians
- Asymptotics of graphical projection pursuit
- Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
- Beyond mean regression
- Central quantile subspace
- Conditional expectiles, time consistency and mixture convexity properties
- Dimension reduction in regressions through cumulative slicing estimation
- Discussion: Living beyond our means
- Discussion: The beauty of expectiles
- Expectile and quantile regression—David and Goliath?
- Expectiles and M-quantiles are quantiles
- Generalized quantiles as risk measures
- Geoadditive expectile regression
- Kernel sliced inverse regression: regularization and consistency
- Local Linear Quantile Regression
- Measuring and testing dependence by correlation of distances
- Nonlinear dimension reduction for conditional quantiles
- Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric multiple expectile regression via ER-Boost
- Nonparametric regression expectiles∗
- On confidence intervals for semiparametric expectile regression
- On efficient dimension reduction with respect to a statistical functional of interest
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Optimal expectile smoothing
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Quantile regression.
- Regression Quantiles
- Sequential change point detection in linear quantile regression models
- Sliced Inverse Regression for Dimension Reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Theoretical foundations of the potential function method in pattern recognition learning
- Theory of Reproducing Kernels
- Transformed central quantile subspace
- Transformed sufficient dimension reduction
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Variable selection in high-dimensional linear model with possibly asymmetric errors
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