Pages that link to "Item:Q4345899"
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The following pages link to Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup> (Q4345899):
Displaying 44 items.
- Local polynomial expectile regression (Q123172) (← links)
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- An SVM-like approach for expectile regression (Q1658446) (← links)
- Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Properties of fuzzy transform obtained from \(L_p\) minimization and a connection with Zadeh's extension principle (Q2004716) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses (Q2241715) (← links)
- Efficient estimation in expectile regression using envelope models (Q2286363) (← links)
- The second-order asymptotic properties of asymmetric least squares estimation (Q2297951) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms (Q2329594) (← links)
- Generalizing Koenker's distribution (Q2437869) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- Variable selection in expectile regression (Q4563484) (← links)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
- Spatio-temporal expectile regression models (Q4971513) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Nonparametric multiple expectile regression via ER-Boost (Q5220800) (← links)
- Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) (← links)
- Partially Linear Expectile Regression Using Local Polynomial Fitting (Q5870994) (← links)
- Extremile Regression (Q5881158) (← links)
- Functional data analysis of generalized regression quantiles (Q5962733) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Expectile regression via deep residual networks (Q6541706) (← links)
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting (Q6618193) (← links)
- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces (Q6622403) (← links)
- The \(k\)th power expectile estimation and testing (Q6640982) (← links)
