A continuous threshold expectile model
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DOI: 10.1016/j.csda.2017.07.005
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- Ciuperca, Gabriela, 2021. "Variable selection in high-dimensional linear model with possibly asymmetric errors," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Gabriela Ciuperca, 2022. "Real-time detection of a change-point in a linear expectile model," Statistical Papers, Springer, vol. 63(4), pages 1323-1367, August.
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Keywords
Expectile regression; Threshold; Weighted CUSUM test; Grid search method;All these keywords.
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