On confidence intervals for semiparametric expectile regression.
Fabian SobotkaGöran KauermannLinda Schulze WaltrupThomas KneibPublished in: Stat. Comput. (2013)
Keyphrases
- semi parametric
- confidence intervals
- regression model
- rainfall forecasting
- regression problems
- sample size
- density estimation
- neural network
- least squares
- test set
- statistical inference
- monte carlo
- linear model
- markov chain
- roc curve
- linear regression
- constrained optimization
- model selection
- variance reduction
- input space
- parametric models
- text classification
- probabilistic model