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
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Schulze Waltrup, Linda; Kauermann, Göran: Smooth expectiles for panel data using penalized splines (2017)
- Sobotka, Fabian; Kauermann, Göran; Waltrup, Linda Schulze; Kneib, Thomas: On confidence intervals for semiparametric expectile regression (2013)
- Sobotka, Fabian; Kneib, Thomas: Geoadditive expectile regression (2012)