Extremiles: A New Perspective on Asymmetric Least Squares
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Publication:5242482
DOI10.1080/01621459.2018.1498348zbMath1428.62198OpenAlexW2884758310WikidataQ129497684 ScholiaQ129497684MaRDI QIDQ5242482
Gilles Stupfler, Abdelaati Daouia, Irène Gijbels
Publication date: 12 November 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/26312/1/dgs_extremiles_main_jasa_r2.pdf
Related Items (12)
Extremile Regression ⋮ The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data ⋮ When copulas and smoothing met: an interview with Irène Gijbels ⋮ Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model ⋮ A refined Weissman estimator for extreme quantiles ⋮ Tail expectile process and risk assessment ⋮ Estimation of spatio-temporal extreme distribution using a quantile factor model ⋮ On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails ⋮ Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models ⋮ On the nonparametric estimation of the functional expectile regression ⋮ Statistical inference in the partial functional linear expectile regression model ⋮ Nonparametric estimation of expectile regression in functional dependent data
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