Expectile kink regression: An application to service sector output

• Main Authors: Varith Pipitpojanakarn, Paravee Maneejuk, Worapon Yamaka, Songsak Sriboonchitta
• Format: Book Series
• Published: 2018
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038866490&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/43900
• Institution: Chiang Mai University

© 2018, Springer International Publishing AG. In this study, we propose a non-linear model for explaining the relationship between the dependent and the independent variables beyond the conditional mean. We extend the kink approach to expectile regression thus the model provides a more flexible mean...