A location-scale model for non-crossing expectile curves

DOI10.1002/STA4.27MaRDI QIDQ6537849zbMATH OpenFDO

Authors Sabine K. Schnabel, Paul Eilers

Publication date 14 May 2024

Published in Stat (Search for Journal in Brave)

zbMATH Keywords

density estimation\(P\)-splineslocation-scale modelexpectiles

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• Asymmetric Least Squares Estimation and Testing
• Estimation in generalized linear models with random effects
• Expectiles and M-quantiles are quantiles
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Local Linear Quantile Regression
• Methods for Estimating a Conditional Distribution Function
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Non-crossing quantile regression via doubly penalized kernel machine
• Noncrossing quantile regression curve estimation
• Optimal expectile smoothing
• Quantile and probability curves without crossing
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Restricted regression quantiles
• Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children
• Semiparametric Regression
• Simultaneous estimation of quantile curves using quantile sheets

Cited in

(1)

• Weighted expectile regression for right-censored data

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