Expectreg

expectreg: Expectile and Quantile Regression. Expectile and quantile regression of models with nonlinear effects e.g. spatial, random, ridge using least asymmetric weighed squares / absolutes as well as boosting; also supplies expectiles for common distributions.

Keywords for this software

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References in zbMATH (referenced in 3 articles )

Showing results 1 to 3 of 3.
Sorted by year (citations)

  1. Schulze Waltrup, Linda; Kauermann, Göran: Smooth expectiles for panel data using penalized splines (2017)
  2. Sobotka, Fabian; Kauermann, Göran; Waltrup, Linda Schulze; Kneib, Thomas: On confidence intervals for semiparametric expectile regression (2013)
  3. Sobotka, Fabian; Kneib, Thomas: Geoadditive expectile regression (2012)