A new estimation method for continuous threshold expectile model

DOI10.1080/03610918.2017.1383424OpenAlexW2762328570MaRDI QIDQ5085039

Xiaoying Zhou, Fei-Peng Zhang

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1383424

zbMATH Keywords

thresholdlinearization techniquecontinuous threshold expectile model

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)

Cites Work

• Asymmetric Least Squares Estimation and Testing
• On confidence intervals for semiparametric expectile regression
• Optimal expectile smoothing
• On asymptotic distribution theory in segmented regression problems - identified case
• A continuous threshold expectile model
• A note on estimating the bent line quantile regression model
• Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass
• Some Hypotheses Concerning Two Phase Regression Lines
• Regression Quantiles
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
• Inference in Two-Phase Regression
• Bent-Cable Regression Theory and Applications

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