The following pages link to (Q4839921):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- A convergent algorithm for quantile regression with smoothing splines (Q672955) (← links)
- Quantity quantiles linear regression (Q734460) (← links)
- On confidence intervals for semiparametric expectile regression (Q746256) (← links)
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Quantile regression using RJMCMC algorithm (Q1608906) (← links)
- Asymmetric least squares support vector machine classifiers (Q1615251) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- An SVM-like approach for expectile regression (Q1658446) (← links)
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
- Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- On multivariate quantile regression (Q1869072) (← links)
- Relating quantiles and expectiles under weighted-symmetry (Q1901684) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- KLERC: kernel Lagrangian expectile regression calculator (Q1995837) (← links)
- Shadow prices and marginal abatement costs: convex quantile regression approach (Q2029051) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- The goat in the city (Q2094393) (← links)
- Local linear estimate of the functional expectile regression (Q2107583) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Expectile regression for spatial functional data analysis (sFDA) (Q2142464) (← links)
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses (Q2241715) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
- Generalizing Koenker's distribution (Q2437869) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- Local scale invariance and robustness of proper scoring rules (Q2684694) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
- A majorization-minimization scheme for<i>L</i><sub>2</sub>support vector regression (Q3389658) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
