Generalized expectile regression with flexible response function
نویسندگان
چکیده
منابع مشابه
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In regression scenarios there is a growing demand for information on the conditional distribution of the response beyond the mean. In this scenario quantile regression is an established method of tail analysis. It is well understood in terms of asymptotic properties and estimation quality. Another way to look at the tail of a distribution is via expectiles. They provide a valuable alternative s...
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ژورنال
عنوان ژورنال: Biometrical Journal
سال: 2021
ISSN: 0323-3847,1521-4036
DOI: 10.1002/bimj.202000203