EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Expectile regression"
Narrow search

Narrow search

Year of publication
Subject
All
expectile regression 13 Regression analysis 7 Regressionsanalyse 7 Bootstrap 5 Goodness-of-fit tests 5 Schätztheorie 5 quantile treatment effect 5 smoothing and nonparametric regression 5 Estimation theory 4 fMRI 4 multivariate functional data 4 nuclear norm regularizer 4 risk perception 4 Estimation 3 Schätzung 3 quantile regression 3 Bootstrap approach 2 Bootstrap-Verfahren 2 Causality analysis 2 Cognitive hierarchical model 2 Deutschland 2 Expectile Regression 2 Expectile regression 2 Germany 2 Herd behavior 2 Kausalanalyse 2 Mode regression 2 Multivariate Analyse 2 Multivariate analysis 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Risiko 2 Risk 2 Theorie 2 factor analysis 2 factorization 2 financial crisis 2 high-dimensional M-estimators 2 high-dimensionalM-estimator 2 information risk 2
more ... less ...
Online availability
All
Free 18 CC license 1
Type of publication
All
Book / Working Paper 13 Article 5
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 3 Aufsatz in Zeitschrift 3 Article 2
more ... less ...
Language
All
English 16 Undetermined 2
Author
All
Chao, Shih-Kang 6 Härdle, Wolfgang Karl 5 Huang, Chen 4 Härdle, Wolfgang 4 Dette, Holger 3 Proksch, Katharina 3 Boortz, Christopher 2 Cicia, Gianni 2 Czado, Claudia 2 Del Giudice, Teresa 2 Duran, Esra Akdeniz 2 Fischer, Matthias 2 Furno, Marilena 2 Guo, Mengmeng 2 Jurkatis, Simon 2 Kraus, Daniel 2 Kremer, Stephanie 2 Nautz, Dieter 2 Pfeuffer, Marius 2 Bouezmarni, Taoufik 1 Chao, Shih-kang 1 Doukali, Mohamed 1 Pendakur, Krishna 1 Pendakur, Ravi 1 Taamouti, Abderrahim 1 Wang, Bingling 1 Wang, Weining 1 Woodcock, Simon 1 Yu, Lining 1
more ... less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
SFB 649 Discussion Paper 5 SFB 649 discussion paper 4 SFB 649 Discussion Papers 2 Agricultural and Food Economics 1 Agricultural and Food Economics : AFE 1 Econometric reviews 1 IRTG 1792 Discussion Paper 1 MPRA Paper 1 Risks 1 Risks : open access journal 1
more ... less ...
Source
All
EconStor 8 ECONIS (ZBW) 7 RePEc 3
Showing 1 - 10 of 18
Cover Image
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - In: Econometric reviews 43 (2024) 1, pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
Cover Image
Do consumers' values and attitudes affect food retailer choice? Evidence from a national survey on farmers' market in Germany
Cicia, Gianni; Furno, Marilena; Del Giudice, Teresa - In: Agricultural and Food Economics 9 (2021) 1, pp. 1-21
New trends in food consumption are shaping consumers' preferences and buying behavior. Non-traditional food retailing and short supply chains (SSCs) are offering bundles of attributes that fit the needs of larger consumers' segments. Several studies have analyzed factors affecting the choice of...
Persistent link: https://www.econbiz.de/10012613874
Saved in:
Cover Image
Do consumers' values and attitudes affect food retailer choice? : Evidence from a national survey on farmers' market in Germany
Cicia, Gianni; Furno, Marilena; Del Giudice, Teresa - In: Agricultural and Food Economics : AFE 9 (2021), pp. 1-21
New trends in food consumption are shaping consumers' preferences and buying behavior. Non-traditional food retailing and short supply chains (SSCs) are offering bundles of attributes that fit the needs of larger consumers' segments. Several studies have analyzed factors affecting the choice of...
Persistent link: https://www.econbiz.de/10012432998
Saved in:
Cover Image
Tail Event Driven Factor Augmented Dynamic Model
Wang, Weining; Yu, Lining; Wang, Bingling - 2020
A factor augmented dynamic model for analysing tail behaviour of high dimensional time series is proposed. As a first step, the tail event driven latent factors are extracted. In the second step, a VAR (Vectorautoregression model) is carried out to analyse the interaction between these factors...
Persistent link: https://www.econbiz.de/10012433266
Saved in:
Cover Image
Stress testing German industry sectors: Results from a vine copula based quantile regression
Fischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; … - In: Risks 5 (2017) 3, pp. 1-13
quantile regression and expectile regression in order to illustrate its methodological effectiveness in the scenarios evaluated. …
Persistent link: https://www.econbiz.de/10011996661
Saved in:
Cover Image
Stress testing German industry sectors : results from a vine copula based quantile regression
Fischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; … - In: Risks : open access journal 5 (2017) 3, pp. 1-13
quantile regression and expectile regression in order to illustrate its methodological effectiveness in the scenarios evaluated. …
Persistent link: https://www.econbiz.de/10011688255
Saved in:
Cover Image
Multivariate factorisable sparse asymmetric least squares regression
Chao, Shih-Kang; Härdle, Wolfgang Karl; Huang, Chen - 2016
FActorisable Sparse Tail Event Curves (FASTEC) via multivariate asymmetric least squares regression (expectile regression) in a … high-dimensional framework is proposed. Expectile regression captures the tail moments globally and the smooth loss …
Persistent link: https://www.econbiz.de/10011663440
Saved in:
Cover Image
Factorisable sparse tail event curves with expectiles
Härdle, Wolfgang Karl; Huang, Chen; Chao, Shih-Kang - 2016
Persistent link: https://www.econbiz.de/10011531894
Saved in:
Cover Image
Factorisable sparse tail event curves with expectiles
Härdle, Wolfgang; Huang, Chen; Chao, Shih-Kang - 2016
Persistent link: https://www.econbiz.de/10011452923
Saved in:
Cover Image
Multivariate factorisable sparse asymmetric least squares regression
Chao, Shih-Kang; Härdle, Wolfgang; Huang, Chen - 2016
FActorisable Sparse Tail Event Curves (FASTEC) via multivariate asymmetric least squares regression (expectile regression) in a … high-dimensional framework is proposed. Expectile regression captures the tail moments globally and the smooth loss …
Persistent link: https://www.econbiz.de/10011579014
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...