Simultaneous confidence bands for expectile functions

DOI10.1007/S10182-011-0182-1MaRDI QIDQ1633261zbMATH OpenOpenAlexFDO

Authors Mengmeng Guo, Wolfgang K. Härdle

Publication date 19 December 2018

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-011-0182-1

zbMATH Keywords

kernel smoothingsimultaneous confidence bandsexpectile regressionasymmetric least squaresconsistency rate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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• scientific article; zbMATH DE number 775727 (Why is no real title available?)
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• Asymmetric least squares regression estimation: A nonparametric approach^∗
• Asymptotic maximal deviation of M-smoothers
• Bootstrap confidence bands for regression curves and their derivatives
• Expectiles and \(M\)-quantiles are quantiles
• Long memory and regime switching
• Nonparametric estimates for conditional quantiles of time series
• Nonparametric regression expectiles^∗
• On Estimation of a Probability Density Function and Mode
• On some global measures of the deviations of density function estimates
• Optimal expectile smoothing
• Probabilities of maximal deviations for nonparametric regression function estimates
• Putting a price on temperature
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• Remarks on a Multivariate Transformation
• Robust Statistics
• Strong uniform consistency rates for estimators of conditional functionals
• Uniform consistency of a class of regression function estimators
• Upper and lower classes for triangular arrays
• Weather Forecasting for Weather Derivatives

Cited in

(18)

• Functional data analysis of generalized regression quantiles
• Simultaneous confidence bands for isotonic functions
• Maximum modulus confidence bands
• Simultaneous inference of the partially linear model with a multivariate unknown function
• Simultaneous credible bands for latent Gaussian models
• Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
• Simultaneous confidence band for the difference of regression functions of two samples
• Optimal simultaneous confidence bounds
• Expectile and quantile regression—David and Goliath?
• Do maternal health problems influence child's worrying status? Evidence from the British cohort study
• Uniform confidence bands: characterization and optimality
• Expectile regression for spatial functional data analysis (sFDA)
• Construction of simultaneous confidence bands using conditional Monte Carlo
• Two-sided Confidence Bands with the Inferential Sensitivity of One-Sided Bands
• Confidence band for expectation dependence with applications
• Smooth expectiles for panel data using penalized splines
• Confidence Corridors for Multivariate Generalized Quantile Regression
• On confidence intervals for semiparametric expectile regression

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