The following pages link to Geoadditive expectile regression (Q433230):
Displaying 38 items.
- Model-based boosting in R: a hands-on tutorial using the R package mboost (Q110461) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- On confidence intervals for semiparametric expectile regression (Q746256) (← links)
- Bayesian structured additive distributional regression with an application to regional income inequality in Germany (Q746695) (← links)
- Asymmetric least squares support vector machine classifiers (Q1615251) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Spatial expectile predictions for elliptical random fields (Q1657810) (← links)
- An SVM-like approach for expectile regression (Q1658446) (← links)
- Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- KLERC: kernel Lagrangian expectile regression calculator (Q1995837) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- \(K\)-expectiles clustering (Q2078530) (← links)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Efficient estimation in expectile regression using envelope models (Q2286363) (← links)
- Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms (Q2329594) (← links)
- A unified framework of constrained regression (Q2631341) (← links)
- Variable selection in expectile regression (Q4563484) (← links)
- Beyond mean regression (Q4970816) (← links)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
- Spatio-temporal expectile regression models (Q4971513) (← links)
- Bayesian expectile regression with asymmetric normal distribution (Q4975165) (← links)
- Shrinkage estimation of fixed and random effects in linear quantile mixed models (Q5044676) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Asymmetric influence measure for high dimensional regression (Q5093730) (← links)
- Boosting for statistical modelling-A non-technical introduction (Q5142213) (← links)
- Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Modelling Flow in Gas Transmission Networks Using Shape-Constrained Expectile Regression (Q5871000) (← links)
- Generalized expectile regression with flexible response function (Q6091682) (← links)
- Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)
