Expectile and quantile kink regressions with unknown threshold

• Main Authors: Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
• Format: Journal
• Published: 2018
• Subjects: Energy; Engineering; Environmental Science; Mathematics; Agricultural and Biological Sciences; Arts and Humanities
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85040932312&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/46639
• Institution: Chiang Mai University

© 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...