Dynamic semi-parametric factor model for functional expectiles

DOI10.1007/s00180-019-00883-1zbMath1417.62163OpenAlexW2781280067WikidataQ128097850 ScholiaQ128097850MaRDI QIDQ2418052

Petra Burdejová, Wolfgang Karl Härdle

Publication date: 3 June 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2017-027.pdf

zbMATH Keywords

factor modelfunctional dataextremesexpectiles

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Related Items

Editorial on the special issue on functional data analysis and related topics, Estimation of spatio-temporal extreme distribution using a quantile factor model, Statistical inference in the partial functional linear expectile regression model

Uses Software

• fda (R)
• gglasso

Cites Work

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