Model selection in semiparametric expectile regression
نویسندگان
چکیده
منابع مشابه
On confidence intervals for semiparametric expectile regression
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: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/17-ejs1307