Pages that link to "Item:Q1332873"
From MaRDI portal
The following pages link to Expectiles and \(M\)-quantiles are quantiles (Q1332873):
Displaying 19 items.
- Functional data analysis of generalized regression quantiles (Q5962733) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Variable selection and debiased estimation for single‐index expectile model (Q6075136) (← links)
- Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians (Q6091706) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- Weighted expectile regression with covariates missing at random (Q6116475) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- A location-scale model for non-crossing expectile curves (Q6537849) (← links)
- Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
- Expectile and M-quantile regression for panel data (Q6547770) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- The generalized sigmoidal quantile function (Q6552982) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality (Q6595076) (← links)
- Confidence Corridors for Multivariate Generalized Quantile Regression (Q6616598) (← links)
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting (Q6618193) (← links)
- Bayesian composite \(L^p\)-quantile regression (Q6667542) (← links)