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The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE - MaRDI portal

The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513)

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scientific article; zbMATH DE number 7486323
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The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE
scientific article; zbMATH DE number 7486323

    Statements

    The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (English)
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    9 March 2022
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    expectile regression
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    generalized quantile regression
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    maximum likelihood estimation
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    asymmetric normal distribution
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