
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 ERBoost. 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 longstanding 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 highlevel 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...

Silhouettes
 Referenced in 198 articles
[sw03705]
 Silhouettes: a graphical aid to the interpretation and...

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...