Pages that link to "Item:Q302198"

The following pages link to Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198):

Displaying 21 items.

• ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
• ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
• An elastic-net penalized expectile regression with applications (Q5861466) (← links)
• Variable selection and debiased estimation for single‐index expectile model (Q6075136) (← links)
• Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
• Retire: robust expectile regression in high dimensions (Q6150528) (← links)
• Distributionally robust reinsurance with expectile (Q6163458) (← links)
• Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
• Expectile regression via deep residual networks (Q6541706) (← links)
• Testing Granger non-causality in expectiles (Q6544903) (← links)
• An expectile computation cookbook (Q6547781) (← links)
• Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data (Q6581668) (← links)
• Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting (Q6618193) (← links)
• Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes (Q6620881) (← 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)
• Estimation and inference for multikink expectile regression with longitudinal data (Q6626782) (← 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)