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  • Expectreg
  • Referenced in 13 articles [sw14660]
  • package expectreg: Expectile and Quantile Regression. Expectile and quantile regression of models with nonlinear effects ... absolutes as well as boosting; also supplies expectiles for common distributions...

  • erboost
  • Referenced in 6 articles [sw26258]
  • package erboost: Nonparametric Multiple Expectile Regression via ER-Boost. Expectile regression is a nice tool ... estimating the conditional expectiles of a response variable given a set of covariates. This package ... based gradient boosting estimator for nonparametric multiple expectile regression...

  • cthreshER
  • Referenced in 1 article [sw25595]
  • continuous threshold expectile model. Expectile regression is a useful tool for exploring the relation between ... beyond the conditional mean. A continuous threshold expectile regression is developed for modeling data ... existence of a threshold at a given expectile, and its asymptotic properties are derived under...

  • murphydiagram
  • Referenced in 1 article [sw26806]
  • Gneiting, Jordan and Krueger (’Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast...

  • Matlab
  • Referenced in 12074 articles [sw00558]
  • MATLAB® is a high-level language and interactive...

  • R
  • Referenced in 8359 articles [sw00771]
  • R is a language and environment for statistical...

  • GLIM
  • Referenced in 186 articles [sw01126]
  • GLIM - a system for interactive fitting of generalized...

  • LASSO
  • Referenced in 32 articles [sw02850]
  • A gradient descent algorithm for LASSO LASSO is...

  • SVMlight
  • Referenced in 260 articles [sw04076]
  • Description (homepage): SVMlight is an implementation of Vapnik...

  • CRAN
  • Referenced in 456 articles [sw04351]
  • R is ‘GNU S’, a freely available language...

  • quantreg
  • Referenced in 138 articles [sw04356]
  • R package quantreg: Quantile Regression. Estimation and inference...

  • lattice
  • Referenced in 100 articles [sw04363]
  • R package lattice: Lattice Graphics , Lattice is a...

  • CAViaR
  • Referenced in 136 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression...

  • fda (R)
  • Referenced in 1317 articles [sw04511]
  • fda: Functional Data Analysis , These functions were developed...

  • Mosek
  • Referenced in 371 articles [sw04618]
  • MOSEK is a tool for solving mathematical optimization...

  • LIBSVM
  • Referenced in 1088 articles [sw04879]
  • LIBSVM is a library for Support Vector Machines...

  • emplik
  • Referenced in 54 articles [sw06081]
  • R package emplik: Empirical likelihood ratio for censored/truncated...

  • gss
  • Referenced in 273 articles [sw06099]
  • Smoothing spline ANOVA models Nonparametric function estimation with...

  • Rmosek
  • Referenced in 15 articles [sw06244]
  • The R-to-MOSEK optimization interface currently supports...