The kth power expectile regression
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-019-00738-y.pdf
Reference37 articles.
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3. Arcones, M. A. (2001). Asymptotic distribution of regression M-estimators. Journal of Statistical Planning and Inference, 97, 235–261.
4. Bai, Z., Wu, Y. (1994). Limiting behavior of M-estimators of regression coefficients in high dimensional linear models, I. Scale-dependent case. Journal of Multivariate Analysis, 51, 211–239.
5. Breckling, J., Chambers, R. (1988). M-quantiles. Biometrika, 75, 761–771.
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