Pages that link to "Item:Q1126090"

The following pages link to Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090):

Displaying 25 items.

• Isotonicity properties of generalized quantiles (Q712544) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Generalized quantiles as risk measures (Q2015471) (← links)
• Testing axial symmetry by means of directional regression quantiles (Q2044393) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• On the estimation of the variability in the distribution tail (Q2074679) (← links)
• Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
• Random distributions via sequential quantile array (Q2180073) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Comparison of \(L_p\)-quantiles and related skewness measures (Q2667589) (← links)
• A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions (Q4805922) (← links)
• ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
• The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
• Automatic selection by penalized asymmetric <i> L _q </i> -norm in a high-dimensional model with grouped variables (Q6083206) (← links)
• Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression (Q6196804) (← links)
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← 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)
• Bayesian composite \(L^p\)-quantile regression (Q6667542) (← links)