Expectile regression via deep residual networks

DOI10.1002/STA4.315MaRDI QIDQ6541706FDOQ6541706

Authors: Yiyi Yin, Hui Zou 

Publication date: 21 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

deep learningexpectile regressionresidual networks

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Greedy function approximation: A gradient boosting machine.
• Title not available (Why is that?)
• Asymmetric Least Squares Estimation and Testing
• Generalized quantiles as risk measures
• Coherence and elicitability
• Asymmetric least squares regression estimation: A nonparametric approach^∗
• Nonparametric multiple expectile regression via ER-Boost
• Optimal expectile smoothing
• Assessing value at risk with CARE, the conditional autoregressive expectile models
• On elicitable risk measures
• Aggregated Expectile Regression by Exponential Weighting
• Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces

This page was built for publication: Expectile regression via deep residual networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541706)