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  • Search: subject:"Expectile regression"
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Year of publication
Subject
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Regression analysis 20 Regressionsanalyse 20 expectile regression 18 Schätztheorie 13 Estimation theory 12 Expectile regression 10 Risikomaß 7 Risk measure 7 Bootstrap 6 Goodness-of-fit tests 6 Theorie 6 Estimation 5 Schätzung 5 Theory 5 quantile regression 5 quantile treatment effect 5 smoothing and nonparametric regression 5 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Quantile regression 4 Risiko 4 Risk 4 fMRI 4 multivariate functional data 4 nuclear norm regularizer 4 risk perception 4 Bootstrap approach 3 Bootstrap-Verfahren 3 Causality analysis 3 Kausalanalyse 3 Portfolio selection 3 Portfolio-Management 3 Statistical distribution 3 Statistische Verteilung 3 Asymmetric least squares 2 China 2 Cognitive hierarchical model 2 Deutschland 2 Expected shortfall (ES) 2 Expectile Regression 2
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Online availability
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Free 18 Undetermined 17 CC license 1
Type of publication
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Article 22 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 10 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 2 research-article 1
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Language
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English 31 Undetermined 4
Author
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Chao, Shih-Kang 7 Härdle, Wolfgang 6 Härdle, Wolfgang Karl 5 Dette, Holger 4 Huang, Chen 4 Proksch, Katharina 4 Guo, Mengmeng 3 Boortz, Christopher 2 Cicia, Gianni 2 Czado, Claudia 2 Del Giudice, Teresa 2 Duran, Esra Akdeniz 2 Fischer, Matthias 2 Furno, Marilena 2 Jurkatis, Simon 2 Kraus, Daniel 2 Kremer, Stephanie 2 Nautz, Dieter 2 Pendakur, Krishna 2 Pendakur, Ravi 2 Pfeuffer, Marius 2 Woodcock, Simon 2 Yu, Keming 2 Almanjahie, Ibrahim M. 1 Bonaccolto, Giovanni 1 Bouezmarni, Taoufik 1 Bouzebda, Salim 1 Caporin, Massimiliano 1 Chao, Shih-kang 1 Chen, Lu 1 Chen, Yu 1 Chikr Elmezouar, Zouaoui 1 Christou, Eliana 1 Doukali, Mohamed 1 Gao, Suhao 1 Grabchak, Michael 1 Güler, Kemal 1 Hou, Yanxi 1 Hu, Jie 1 Hu, Xueping 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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SFB 649 Discussion Paper 5 SFB 649 discussion paper 4 Econometric reviews 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 SFB 649 Discussion Papers 2 ASTIN bulletin : the journal of the International Actuarial Association 1 AStA Advances in Statistical Analysis 1 Advances in Economic Analysis & Policy 1 Agricultural and Food Economics 1 Agricultural and Food Economics : AFE 1 Computational economics 1 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 1 Economic modelling 1 Economics letters 1 European journal of operational research : EJOR 1 Finance research letters 1 IRTG 1792 Discussion Paper 1 Insurance / Mathematics & economics 1 Journal of econometrics 1 Journal of financial econometrics 1 Journal of forecasting 1 MPRA Paper 1 Risks 1 Risks : open access journal 1 Statistics & Risk Modeling 1
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Source
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ECONIS (ZBW) 21 EconStor 8 RePEc 5 Other ZBW resources 1
Showing 31 - 35 of 35
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A Confidence Corridor for Expectile Functions
Duran, Esra Akdeniz; Guo, Mengmeng; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
Let (X1; Y1), ..., (Xn; Yn) be i.i.d. rvs and let v(x) be the unknown tau - expectile regression curve of Y conditional …
Persistent link: https://www.econbiz.de/10008776043
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A confidence corridor for expectile functions
Duran, Esra Akdeniz; Guo, Mengmeng; Härdle, Wolfgang Karl - 2010
Let (X1, Y1), ..., (Xn, Yn) be i.i.d. rvs and let v(x) be the unknown T-expectile regression curve of Y conditional on …
Persistent link: https://www.econbiz.de/10010281559
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Glass Ceilings and Sticky Floors: A Representation Index
Pendakur, Krishna; Pendakur, Ravi; Woodcock, Simon - Volkswirtschaftliche Fakultät, … - 2006
Recent research on glass ceilings and sticky floors has focused on the magnitude of differences between groups in the upper and lower quantile cutoffs of the conditional wage distribution. However, quantile cutoffs for different groups are only weakly informative of representation. For example,...
Persistent link: https://www.econbiz.de/10005787209
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Simultaneous confidence bands for expectile functions
Guo, Mengmeng; Härdle, Wolfgang - In: AStA Advances in Statistical Analysis 96 (2012) 4, pp. 517-541
Expectile regression, as a general M smoother, is used to capture the tail behaviour of a distribution. Let (X …. Denote by v(x) the unknown τ-expectile regression curve of Y conditional on X, and by v <Subscript> n </Subscript>(x) its …
Persistent link: https://www.econbiz.de/10010998855
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A Representation Index: Measuring the Representation of Minorities in the Income Distribution
Pendakur, Krishna; Pendakur, Ravi; Woodcock, Simon - In: Advances in Economic Analysis & Policy 8 (2008) 1, pp. 1942-1942
The existence of glass ceilings and sticky floors suggests that disadvantaged workers will be under-represented in some parts of the income distribution, and over-represented in others. We present a representation index that measures the prevalence of population subgroups in different regions of...
Persistent link: https://www.econbiz.de/10005751079
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