On confidence intervals for semiparametric expectile regression

DOI10.1007/s11222-011-9297-1zbMath1322.62136OpenAlexW2082905322MaRDI QIDQ746256

Göran Kauermann, Thomas Kneib, Fabian Sobotka, Linda Schulze Waltrup

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9297-1

zbMATH Keywords

confidence intervalssemiparametric regressionP-splinesexpectilesleast asymmetrically weighted squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15)

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Uses Software

• R
• GAMLSS
• Expectreg
• bootstrap

Cites Work

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