Nonparametric estimation of expectile regression in functional dependent data-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Nonparametric estimation of expectile regression in functional dependent data

Published:2022-01-02 Issue:1 Volume:34 Page:250-281
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Almanjahie Ibrahim M.¹²,Bouzebda Salim³^ORCID,Kaid Zoulikha¹²,Laksaci Ali¹²

Affiliation:

1. Department of Mathematics, College of Science, King Khalid University, Abha, Saudi Arabia

2. Statistical Research and Studies Support Unit, King Khalid University, Abha, Saudi Arabia

3. Université de Technologie de Compiègne, L.M.A.C., Compiègne, France

Funder

Deanship of Scientific Research at King Khalid University

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2022.2027412

Reference58 articles.

1. Relating quantiles and expectiles under weighted-symmetry

2. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts

3. Recent advances in functional data analysis and high-dimensional statistics

4. Risk management with expectiles

5. Backtesting VaR and expectiles with realized scores

Cited by 27 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Limit Theorems in the Nonparametric Conditional Single-Index U-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design;Mathematics;2024-06-27

2. Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data;Mathematical Methods of Statistics;2024-03

3. Regularized nonlinear regression with dependent errors and its application to a biomechanical model;Annals of the Institute of Statistical Mathematics;2024-02-08

4. The local linear functional kNN estimator of the conditional expectile: uniform consistency in number of neighbors;Metrika;2024-01-06

5. Weak convergence of the conditional single index $ U $-statistics for locally stationary functional time series;AIMS Mathematics;2024

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3