The following pages link to (Q4839921):
Displaying 23 items.
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Iteratively reweighted least square for asymmetric <i>L</i><sub>2</sub>-Loss support vector regression (Q5082684) (← links)
- Nonparametric multiple expectile regression via ER-Boost (Q5220800) (← links)
- Quantitative Risk Assessment for Multivariate Continuous Outcomes with Application to Neurotoxicology: The Bivariate Case (Q5717158) (← links)
- Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
- Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss (Q5861177) (← links)
- Modelling Flow in Gas Transmission Networks Using Shape-Constrained Expectile Regression (Q5871000) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Generalized quantile and expectile properties for shape constrained nonparametric estimation (Q6168512) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Asymptotic normality of the local linear estimator of the functional expectile regression (Q6536683) (← links)
- Testing Granger non-causality in expectiles (Q6544903) (← links)
- Robust optimal subsampling based on weighted asymmetric least squares (Q6579422) (← links)
- Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data (Q6581668) (← links)
- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces (Q6622403) (← links)
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors (Q6622516) (← links)
- The \(k\)th power expectile estimation and testing (Q6640982) (← links)
- Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
- Estimation of value-at-risk by \(L^p\) quantile regression (Q6664136) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)
