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A continuous threshold expectile model - MaRDI portal

A continuous threshold expectile model (Q1658402)

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A continuous threshold expectile model
scientific article

    Statements

    title
    A continuous threshold expectile model (English)
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    author
    Qunhua Li
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    Fei-Peng Zhang
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    publication date
    14 August 2018
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    zbMATH Keywords
    expectile regression
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    threshold
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    weighted CUSUM test
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    grid search method
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    describes a project that uses
    cthreshER
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    R
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    Worm plot
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    Rfit
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    Expectreg
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    cites work
    Q4839921
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    Beyond mean regression
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    Regression Quantiles
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    Q4727203
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    Asymptotic Statistics
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    Identifiers

    zbMATH DE Number
    6917797
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    Wikidata QID
    Q47286169
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    OpenAlex ID
    W2551799226
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    arXiv ID
    1611.02609
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