The kth Power Expectile Estimation and Testing-Reference-Cited by-同舟云学术

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The kth Power Expectile Estimation and Testing

Published:2022-10-01 Issue: Volume: Page:
ISSN:2194-6701
Container-title:Communications in Mathematics and Statistics
language:en
Short-container-title:Commun. Math. Stat.

Author:

Lin Fuming,Jiang Yingying,Zhou Yong

Funder

the Opening Project of Sichuan Province University Key Laboratory of Bridge Non-destruction Detecting and Engineering Computing

the talent introduction project of Sichuan University of Science & Engineering

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s40304-022-00302-w.pdf

Reference45 articles.

1. Andrews, Donald W. K.: Consistency in nonlinear econometric models: a generic uniform law of large numbers. Econometrica 55, 1465–1471 (1987)

2. Andriyana, Y., Gijbels, I., Verhasselt, A.: Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity. Stat. Pap. 57, 1–33 (2016)

3. Anscombe, F.J.: Examination of residuals. Proc. Fifth Berkeley Symp. 1, 1–36 (1961)

4. Antille, A., Kersting, G., Zucchini, W.: Testing Symmetry. J. Am. Stat. Assoc. 77, 639–646 (1982)

5. Bates, C., White, H.: A unified theory of consistent estimation for parametric models. Econom. Theor. 1, 151–178 (1985)

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