Weighted expectile average estimation of linear models with missing covariates
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Cites work
- A Generalization of Sampling Without Replacement From a Finite Universe
- An efficient estimation for the parameter in additive partially linear models with missing covariates
- Asymmetric Least Squares Estimation and Testing
- Asymmetric least squares regression estimation: A nonparametric approach∗
- Coherence and elicitability
- Composite quantile regression and the oracle model selection theory
- Expectile and quantile regression—David and Goliath?
- Expectiles and M-quantiles are quantiles
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- Inference and missing data
- Least angle regression. (With discussion)
- On confidence intervals for semiparametric expectile regression
- Partially Linear Expectile Regression Using Local Polynomial Fitting
- Quantile regression.
- Regression Quantiles
- Robust and efficient estimation with weighted composite quantile regression
- Weighted expectile regression with covariates missing at random
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