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  • Search: subject:"Expectile regression"
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Year of publication
Subject
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Regression analysis 21 Regressionsanalyse 21 expectile regression 19 Schätztheorie 14 Estimation theory 13 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 19 Undetermined 18 CC license 1
Type of publication
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Article 23 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 Working Paper 10 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Article 2 research-article 1
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Language
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English 33 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 Tu, Yundong 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
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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 ETLA working papers 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 1 Journal of econometrics 1 Journal of financial econometrics 1 Journal of forecasting 1 MPRA Paper 1 Oxford bulletin of economics and statistics 1 Risks 1 Risks : open access journal 1 Statistics & Risk Modeling 1
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Source
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ECONIS (ZBW) 23 EconStor 8 RePEc 5 Other ZBW resources 1
Showing 1 - 10 of 37
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Are firms hiring enough workers? : firm-level evidence from Finland's manufacturing and service industries
Kuosmanen, Natalia; Kuosmanen, Timo; Pajarinen, Mika - 2025
estimated using both parametric and nonparametric methods, including convex expectile regression and its control function …
Persistent link: https://www.econbiz.de/10015468114
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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
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Threshold expectile regressions with an unknown threshold for dependent data
Zhang, Feipeng; Tu, Yundong - In: Oxford bulletin of economics and statistics 87 (2025) 4, pp. 815-836
Persistent link: https://www.econbiz.de/10015470448
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Retire: robust expectile regression in high dimensions
Man, Rebeka; Tan, Kean Ming; Wang, Zian; Zhou, Wen-Xin - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074533
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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
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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
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Parametric expectile regression and its application for premium calculation
Gao, Suhao; Yu, Zhen - In: Insurance 111 (2023), pp. 242-256
Persistent link: https://www.econbiz.de/10014317148
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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
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The functional k NN estimator of the conditional expectile: Uniform consistency in number of neighbors
Almanjahie, Ibrahim M.; Bouzebda, Salim; Chikr … - In: Statistics & Risk Modeling 38 (2022) 3-4, pp. 47-63
expectile regression in which the response variable is scalar while the covariate is a random function. More precisely, an …
Persistent link: https://www.econbiz.de/10014621280
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The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE
Philipps, Collin S. - In: Econometric reviews 41 (2022) 1, pp. 99-114
Persistent link: https://www.econbiz.de/10013167586
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