Expectile regression via deep residual networks

DOI10.1002/STA4.315MaRDI QIDQ6541706zbMATH OpenFDO

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

• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• Aggregated Expectile Regression by Exponential Weighting
• 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^∗
• Coherence and elicitability
• Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces
• Generalized quantiles as risk measures
• Greedy function approximation: A gradient boosting machine.
• Nonparametric multiple expectile regression via ER-Boost
• On elicitable risk measures
• Optimal expectile smoothing

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