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Description

Local Polynomial Expectile Regression.

Provides the local polynomial expectile regression method and different bandwidth selection procedures. The codes include local polynomial univariate expectile regression with several data-driven methods for bandwidth selection; local linear bivariate and trivariate expectile regression; and partially linear expectile regression, allowing for different errors structures (homoscedastic error and various heteroscedastic error structures). For more details, see Adam and Gijbels (2021a) <doi:10.1007/s10463-021-00799-y> and Adam and Gijbels (2021b) <doi:10.1007/978-3-030-73249-3_8>.
Metadata

Version

0.1.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
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