Expectile and quantile kink regressions with unknown threshold
© 2017 American Scientific Publishers All rights reserved. In this study, we propose two non-linear models for explaining the relationship between the response and the predictor variables beyond the conditional mean. We extend the kink approach to quantile and expcetile regressions thus the models p...
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| Main Authors: | , , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85040932312&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46639 |
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| Institution: | Chiang Mai University |