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~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
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Asymmetric loss function
1
Common structure
1
Functional data analysis
1
Generalized quantile curve
1
Iteratively reweighted least squares
1
Penalization
1
functional data analysis
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generalized hyperbolic distribution
1
nonparametric risk management
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Benko, Michal
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Guo, Mengmeng
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Huang, Jianhua Z.
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Härdle, Wolfgang Karl
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Kneip, Alois
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Zhou, Lhan
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
Departamento de Estadistica, Universidad Carlos III de Madrid
4
Department of Econometrics and Business Statistics, Monash Business School
3
Centro Ricerche Nord Sud (CRENoS)
1
Department of Accountancy, Economics and Finance, School of Management and Languages
1
EconWPA
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IGI Global
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Society for Computational Economics - SCE
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Tinbergen Institute
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Tinbergen Instituut
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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SFB 649 Discussion Papers
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Functional
Data
Analysis
of Generalized Quantile Regressions
Guo, Mengmeng
;
Zhou, Lhan
;
Huang, Jianhua Z.
;
Härdle, …
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2013
. We develop a
functional
data
analysis
approach to jointly estimate a family of generalized quantile regressions. Our …
Persistent link: https://www.econbiz.de/10010603885
Saved in:
2
Common functional component modelling
Benko, Michal
;
Kneip, Alois
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2005
Functional
data
analysis
(FDA) has become a popular technique in applied statistics. In particular, this methodology …
Persistent link: https://www.econbiz.de/10005489964
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