Geng, Ziwen Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting. (English) Zbl 07925662 Statistics 58, No. 3, 576-595 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ren, Min; Zhao, Shengli; Wang, Mingqiu; Zhu, Xinbei Robust optimal subsampling based on weighted asymmetric least squares. (English) Zbl 1541.62163 Stat. Pap. 65, No. 4, 2221-2251 (2024). MSC: 62J05 62D05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles Tail risk inference via expectiles in heavy-tailed time series. (English) Zbl 1531.62126 J. Bus. Econ. Stat. 41, No. 3, 876-889 (2023). MSC: 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
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Zhao, Jun; Zhang, Yi; Wu, Sheng; Shen, Liming Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression. (English) Zbl 1479.62079 J. Comput. Appl. Math. 403, Article ID 113862, 13 p. (2022). MSC: 62M10 62G05 62G08 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Soale, Abdul-Nasah; Dong, Yuexiao On expectile-assisted inverse regression estimation for sufficient dimension reduction. (English) Zbl 1465.62102 J. Stat. Plann. Inference 213, 80-92 (2021). MSC: 62H12 62G08 62J02 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mohammedi, Mustapha; Bouzebda, Salim; Laksaci, Ali The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data. (English) Zbl 1461.62239 J. Multivariate Anal. 181, Article ID 104673, 24 p. (2021). MSC: 62R10 62E20 62G08 62G10 62G20 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhiyuan; Ye, Wuyi Cryptocurrency risk measurement based on MIDAS-Expectile regression model. (Chinese. English summary) Zbl 1488.91166 J. Univ. Sci. Technol. China 50, No. 6, 860-872 (2020). MSC: 91G70 91G99 62G08 × Cite Format Result Cite Review PDF
Lee, Tae-Hwy; Ullah, Aman; Wang, He The second-order asymptotic properties of asymmetric least squares estimation. (English) Zbl 1437.62260 Sankhyā, Ser. B 81, No. 1, Suppl., S201-S233 (2019). MSC: 62J05 62P20 62F12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kim, Minjo; Lee, Sangyeol Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation. (English) Zbl 1468.62101 Comput. Stat. Data Anal. 94, 1-19 (2016). MSC: 62-08 62M10 62J05 62F12 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Gu, Yuwen; Zou, Hui High-dimensional generalizations of asymmetric least squares regression and their applications. (English) Zbl 1364.62185 Ann. Stat. 44, No. 6, 2661-2694 (2016). Reviewer: Dongsheng Tu (Kingston) MSC: 62J07 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yi; Zou, Hui Nonparametric multiple expectile regression via ER-Boost. (English) Zbl 1457.62124 J. Stat. Comput. Simulation 85, No. 7, 1442-1458 (2015). MSC: 62G08 62J05 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Härdle, Wolfgang Karl Functional data analysis of generalized regression quantiles. (English) Zbl 1331.62031 Stat. Comput. 25, No. 2, 189-202 (2015). MSC: 62-07 62J02 62H25 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
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Sobotka, Fabian; Kneib, Thomas Geoadditive expectile regression. (English) Zbl 1241.62058 Comput. Stat. Data Anal. 56, No. 4, 755-767 (2012). MSC: 62G08 62H11 86A32 62P05 62M40 65C60 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
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Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin Assessing value at risk with CARE, the conditional autoregressive expectile models. (English) Zbl 1429.62474 J. Econom. 150, No. 2, 261-270 (2009). MSC: 62P05 62J05 62M10 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
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