A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
From MaRDI portal
Publication:5044667
DOI10.1080/02664763.2021.1957789OpenAlexW3186659415MaRDI QIDQ5044667
Arthur Charpentier, Karim Oualkacha, Amadou Diogo Barry
Publication date: 2 November 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.09214
Related Items (3)
expectgee ⋮ Alternative fixed-effects panel model using weighted asymmetric least squares regression ⋮ expectreg
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Asymmetric Least Squares Estimation and Testing
- Linear quantile regression models for longitudinal experiments: an overview
- Smooth expectiles for panel data using penalized splines
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Influential observations, high leverage points, and outliers in linear regression
- Asymptotics for generalized estimating equations with large cluster sizes
- Expectile regression for analyzing heteroscedasticity in high dimension
- An SVM-like approach for expectile regression
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
- Bayesian regularisation in geoadditive expectile regression
- Quantile regression for longitudinal data
- Distributed optimization and statistical learning for large-scale penalized expectile regression
- Asymptotic results with generalized estimating equations for longitudinal data
- Penalized expectile regression: an alternative to penalized quantile regression
- Iterative estimating equations: Linear convergence and asymptotic properties
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Akaike's Information Criterion in Generalized Estimating Equations
- Instrumental Variables Regression with Independent Observations
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Regression Quantiles
- Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
- Generalized Estimating Equations
- Bayesian expectile regression with asymmetric normal distribution
- Nonparametric multiple expectile regression via ER-Boost
- Quantile Regression for Correlated Observations
- Quantile Regression Models with Multivariate Failure Time Data
- An elastic-net penalized expectile regression with applications
This page was built for publication: A new GEE method to account for heteroscedasticity using asymmetric least-square regressions