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Quantiles, expectiles and splines - MaRDI portal

Quantiles, expectiles and splines (Q2630078)

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Quantiles, expectiles and splines
scientific article

    Statements

    title
    Quantiles, expectiles and splines (English)
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    author
    Yanyan Li
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    publication date
    25 July 2016
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    zbMATH Keywords
    asymmetric least squares
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    cubic splines
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    quantile regression
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    signal extraction
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    state space smoother
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    describes a project that uses
    CAViaR
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    SsfPack
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62G05
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    62M10
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    zbMATH DE Number
    6605906
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    OpenAlex ID
    W2082545012
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