The kth power expectile estimation and testing

DOI10.1007/S40304-022-00302-WMaRDI QIDQ6640982FDOQ6640982

Authors: Fuming Lin, Yingying Jiang, Yong Zhou 

Publication date: 20 November 2024

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

quantilesexpectilesestimating asymptotic matrix of quantile regressiontesting for conditional symmetrytesting for homoskedasticitythe \(k\)th power expectiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (1)

• Estimation of value-at-risk by \(L^p\) quantile regression

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