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
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
more ... less ...
Online availability
All
Free 18 Undetermined 17 CC license 1
Type of publication
All
Article 22 Book / Working Paper 13
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
English 31 Undetermined 4
Author
All
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
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 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
more ... less ...
Source
All
ECONIS (ZBW) 21 EconStor 8 RePEc 5 Other ZBW resources 1
Showing 1 - 10 of 35
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
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
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
Parametric expectile regression and its application for premium calculation
Gao, Suhao; Yu, Zhen - In: Insurance / Mathematics & economics 111 (2023), pp. 242-256
Persistent link: https://www.econbiz.de/10014317148
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
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
Saved in:
Cover Image
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen; Hou, Yanxi; Li, Deyuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
Cover Image
Estimation of expected shortfall using quantile regression : a comparison study
Christou, Eliana; Grabchak, Michael - In: Computational economics 60 (2022) 2, pp. 725-753
Persistent link: https://www.econbiz.de/10013380827
Saved in:
Cover Image
Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, … - In: European journal of operational research : EJOR 298 (2022) 1, pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...