Expectile regression for spatial functional data analysis (sFDA)

DOI10.1007/s00184-021-00846-xOpenAlexW3215970930MaRDI QIDQ2142464

Ali Laksaci, Mustapha Rachdi, Noriah M. Al-Kandari

Publication date: 27 May 2022

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-021-00846-x

zbMATH Keywords

risk measuresvalue-at-risk (VaR)expected shortfall (ES)ARCH processexpectile regressionspatio-functional data analysis (sFDA)

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• fda (R)

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