The \(k\)th power expectile estimation and testing
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Publication:6640982
DOI10.1007/s40304-022-00302-wMaRDI QIDQ6640982
Fu-ming Lin, Yong Zhou, Yingying Jiang
Publication date: 20 November 2024
Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)
quantilesexpectilesestimating asymptotic matrix of quantile regressiontesting for conditional symmetrytesting for homoskedasticitythe \(k\)th power expectiles
Nonparametric regression and quantile regression (62G08) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
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