• Expectreg

  • Referenced in 15 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 10 articles [sw26258]
  • package erboost: Nonparametric Multiple Expectile Regression via ER-Boost. Expectile regression is a nice tool ... expectiles of a response variable given a set of covariates. This package implements a regression ... gradient boosting estimator for nonparametric multiple expectile regression...
  • KLERC

  • Referenced in 1 article [sw37381]
  • KLERC: kernel Lagrangian expectile regression calculator. As a generalization to the ordinary least square regression ... expectile regression, which can predict conditional expectiles, is fitted by minimizing an asymmetric square loss ... support vector machine was introduced to expectile regression to increase the flexibility of the model ... resulting in support vector expectile regression (SVER). This paper reformulates the Lagrangian function of SVER...
  • pyStoNED

  • Referenced in 1 article [sw40063]
  • convex quantile regression and convex expectile regression have bridged the long-standing gap between ... convex regression, convex quantile regression, convex expectile regression, isotonic regression, stochastic nonparametric envelopment of data...
  • KERE

  • Referenced in 1 article [sw37382]
  • package KERE: Expectile Regression in Reproducing Kernel Hilbert Space. An efficient algorithm inspired by majorization ... solution path of a flexible nonparametric expectile regression estimator constructed in a reproducing kernel Hilbert...
  • cthreshER

  • Referenced in 1 article [sw25595]
  • continuous threshold expectile model. Expectile regression is a useful tool for exploring the relation between ... conditional mean. A continuous threshold expectile regression is developed for modeling data in which ... estimators for the threshold and the regression coefficients are obtained using a grid search approach ... existence of a threshold at a given expectile, and its asymptotic properties are derived under...
  • Matlab

  • Referenced in 13488 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • R

  • Referenced in 9832 articles [sw00771]
  • R is a language and environment for statistical...
  • GLIM

  • Referenced in 193 articles [sw01126]
  • GLIM - a system for interactive fitting of generalized...
  • LASSO

  • Referenced in 33 articles [sw02850]
  • A gradient descent algorithm for LASSO LASSO is...
  • SVMlight

  • Referenced in 264 articles [sw04076]
  • Description (homepage): SVMlight is an implementation of Vapnik...
  • CRAN

  • Referenced in 550 articles [sw04351]
  • R is ‘GNU S’, a freely available language...
  • quantreg

  • Referenced in 160 articles [sw04356]
  • R package quantreg: Quantile Regression. Estimation and inference...
  • car

  • Referenced in 73 articles [sw04358]
  • R package car: Companion to Applied Regression , This...
  • lattice

  • Referenced in 108 articles [sw04363]
  • R package lattice: Lattice Graphics , Lattice is a...
  • CAViaR

  • Referenced in 185 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression...
  • fda (R)

  • Referenced in 1531 articles [sw04511]
  • fda: Functional Data Analysis , These functions were developed...
  • KernSmooth

  • Referenced in 978 articles [sw04586]
  • Kernel smoothing refers to a general methodology for...
  • CVX

  • Referenced in 832 articles [sw04594]
  • CVX is a modeling system for constructing and...