المؤلفون: Qiang Zhao, Zhaodi Wang, Jingjing Wu, Xiuli Wang

المصدر: AIMS Mathematics, Vol 9, Iss 8, Pp 23088-23099 (2024)

مصطلحات موضوعية: expectile regression, weighted expectile average estimator, covariate balancing propensity score, responses missing, generalized method of moments, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/77724b557f0847bc8f0e6df3ea56da6e

المؤلفون: Zouaoui Chikr Elmezouar, Fatimah Alshahrani, Ibrahim M. Almanjahie, Salim Bouzebda, Zoulikha Kaid, Ali Laksaci

المصدر: AIMS Mathematics, Vol 9, Iss 3, Pp 5550-5581 (2024)

مصطلحات موضوعية: functional spatial data, complete convergence (a.co.), kernel estimator, expectile function, functional index, bandwidth parameter, financial risk management, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/ccf30683cd48413ea84ffbb8ea3eb34d

المؤلفون: Mohammed B. Alamari, Fatimah A. Almulhim, Zoulikha Kaid, Ali Laksaci

المصدر: Entropy, Vol 26, Iss 9, p 798 (2024)

مصطلحات موضوعية: financial risk, complete consistency, expected shortfall, functional data, kernel method, expectile regression, Science, Astrophysics, QB460-466, Physics, QC1-999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/1099-4300/26/9/798; https://doaj.org/toc/1099-4300

URL الوصول: https://doaj.org/article/88d40122d5dc46b99c7deffc189a661a

المؤلفون: Mohammed B. Alamari, Fatimah A. Almulhim, Zoulikha Kaid, Ali Laksaci

المصدر: Axioms, Vol 13, Iss 10, p 678 (2024)

مصطلحات موضوعية: financial risk, complete consistency, expected shortfall, functional data, kernel method, expectile regression, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2075-1680/13/10/678; https://doaj.org/toc/2075-1680

URL الوصول: https://doaj.org/article/5a77fa31b38249509aaeea667ada586f

المؤلفون: Chen Juan

المصدر: Applied Mathematics and Nonlinear Sciences, Vol 9, Iss 1 (2024)

مصطلحات موضوعية: expectile regression model, lda algorithm, employment guidance, career planning, system construction, 08a02, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2444-8656

URL الوصول: https://doaj.org/article/1a7e1fe2bbbc4b79bd1d74452181224f

المؤلفون: Fatimah A. Almulhim, Mohammed B. Alamari, Mustapha Rachdi, Ali Laksaci

المصدر: Mathematics ; Volume 12 ; Issue 24 ; Pages: 3956

مصطلحات موضوعية: functional data, ergodic data, recursive estimate, financial risk, expected shortfall, complete consistency, expectile regression, Kernel method

وصف الملف: application/pdf

Relation: Probability and Statistics; https://dx.doi.org/10.3390/math12243956

الاتاحة: https://doi.org/10.3390/math12243956

المؤلفون: Feipeng Zhang, Xi Chen, Peng Liu, Caiyun Fan

مصطلحات موضوعية: Health sciences, Epidemiology, Statistics, expectile regression, IPCW, neural network, right censored data

Relation: 2134/27157233.v1; https://figshare.com/articles/journal_contribution/Weighted_expectile_regression_neural_networks_for_right_censored_data/27157233

الاتاحة: https://figshare.com/articles/journal_contribution/Weighted_expectile_regression_neural_networks_for_right_censored_data/27157233

المؤلفون: Bignozzi, V, Merlo, L, Petrella, L

المساهمون: Bignozzi, V, Merlo, L, Petrella, L

مصطلحات موضوعية: Expectile, Generalized quantile, Partial moment, Quantile, Risk measure, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

وصف الملف: ELETTRONICO

Relation: volume:116; issue:May 2024; firstpage:44; lastpage:50; numberofpages:7; journal:INSURANCE MATHEMATICS & ECONOMICS; https://hdl.handle.net/10281/468379; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85185499488

الاتاحة: https://hdl.handle.net/10281/468379
https://doi.org/10.1016/j.insmatheco.2024.02.001

المؤلفون: Mohammed B. Alamari, Fatimah A. Almulhim, Zoulikha Kaid, Ali Laksaci

المصدر: Symmetry, Vol 16, Iss 7, p 928 (2024)

مصطلحات موضوعية: kNN estimator, complete consistency, expectile regression, expected shortfall, financial data, conditional quantile, Mathematics, QA1-939

Relation: https://www.mdpi.com/2073-8994/16/7/928; https://doaj.org/toc/2073-8994; https://doaj.org/article/1f5c95d08fd54b9ba234b294c82cfa04

الاتاحة: https://doi.org/10.3390/sym16070928
https://doaj.org/article/1f5c95d08fd54b9ba234b294c82cfa04

المؤلفون: Ciuperca, Gabriela

المصدر: Lifetime Data Anal ; ISSN:1572-9249

مصطلحات موضوعية: Accelerated failure time, LASSO, asymptotic behavior, automatic selection, expectile, right-censoring

Relation: https://doi.org/10.1007/s10985-024-09643-w; https://pubmed.ncbi.nlm.nih.gov/39752001

الاتاحة: https://doi.org/10.1007/s10985-024-09643-w
https://pubmed.ncbi.nlm.nih.gov/39752001

المؤلفون: Xiaoxia He, Xiaodan Zhou, Chunli Li

المصدر: IEEE Access, Vol 11, Pp 63116-63125 (2023)

مصطلحات موضوعية: Errors-in-variables, expectile regression, IRWLS algorithm, orthogonal distance regression, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10155447/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/81770dd6572b473a9f0e89aec1b86709

المؤلفون: Abbas, Yasser, Daouia, Abdelaati, Nemouchi, Boutheina, Stupfler, Gilles

المساهمون: Toulouse School of Economics (TSE-R), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-École des hautes études en sciences sociales (EHESS)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), Ecole Nationale de la Statistique et de l'Analyse de l'Information Bruz (ENSAI), Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS), ANR-23-CE40-0009,EXSTA,EXtremes, apprentissage STatistique et Applications(2023), ANR-19-CE40-0013,ExtremReg,Régression extrême avec applications à l'économétrie, l'environnement et à la finance(2019), ANR-18-EURE-0023,MINT,Mathematics and Interactions in Toulouse(2018), ANR-17-EURE-0010,CHESS,Toulouse Graduate School défis en économie et sciences sociales quantitatives(2017), ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011)

المصدر: https://hal.science/hal-04787798 ; 2024.

مصطلحات موضوعية: Expectile, Extreme risk, Generalized Pareto model, Heavy tails, Semiparametric extrapolation, 62G30, 62G32, 62P05, 91G70, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C13 - Estimation: General, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C14 - Semiparametric and Nonparametric Methods: General, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C18 - Methodological Issues: General, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C53 - Forecasting and Prediction Methods • Simulation Methods, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C58 - Financial Econometrics, [STAT]Statistics [stat]

الاتاحة: https://hal.science/hal-04787798
https://hal.science/hal-04787798v1/document
https://hal.science/hal-04787798v1/file/gpdEVaR.pdf

المؤلفون: Daouia, Abdelaati, Stupfler, Gilles

المساهمون: Toulouse School of Economics (TSE-R), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-École des hautes études en sciences sociales (EHESS)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS), TSE-HEC ACPR Chair ``Regulation and systemic risks'', Chair Stress Test, RISK Management and Financial Steering of the Foundation Ecole Polytechnique, ANR-19-CE40-0013,ExtremReg,Régression extrême avec applications à l'économétrie, l'environnement et à la finance(2019), ANR-17-EURE-0010,CHESS,Toulouse Graduate School défis en économie et sciences sociales quantitatives(2017), ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011)

المصدر: https://hal.science/hal-04597609 ; 2024.

مصطلحات موضوعية: Risk measure, Expected Shortfall, Extremile, Expectile, M-quantile, Inference, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: hal-04597609; https://hal.science/hal-04597609; https://hal.science/hal-04597609/document; https://hal.science/hal-04597609/file/Handbook_on_Statistics_of_Extremes___Ch22.pdf

الاتاحة: https://hal.science/hal-04597609
https://hal.science/hal-04597609/document
https://hal.science/hal-04597609/file/Handbook_on_Statistics_of_Extremes___Ch22.pdf

المؤلفون: Xiaoqian Liu, Zhenni Tan, Yuehua Wu, Yong Zhou

المصدر: Entropy; Volume 25; Issue 8; Pages: 1204

مصطلحات موضوعية: expectile-based VaR (EVaR), double-threshold autoregressive conditional heteroscedastic (DTARCH) models, weighted composite expectile regression (WCER) estimation, risk measurement

وصف الملف: application/pdf

Relation: Multidisciplinary Applications; https://dx.doi.org/10.3390/e25081204

الاتاحة: https://doi.org/10.3390/e25081204

المؤلفون: Alejandro Balbás, Beatriz Balbás, Raquel Balbás, Jean-Philippe Charron

المصدر: Risks, Vol 11, Iss 12, p 220 (2023)

مصطلحات موضوعية: VaR and CVaR, expectile, dual and bidual representations, risk optimization, risk bounds and equalities, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-9091/11/12/220; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/a8f3efab5f104da2b2b5ac613f30c732

المؤلفون: Xiaoxia He, Xiaodan Zhou, Tong Tian, Weigang Li

المصدر: IEEE Access, Vol 10, Pp 106534-106542 (2022)

مصطلحات موضوعية: Composite expectile regression, generalized RBF neural network, cuckoo search algorithm, mechanical properties of hot rolling steel strips, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/9911639/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/42b80680700c4051ac2c882ee5ab85e0

المؤلفون: Toepfer, Marina, Bonaccolto, Giovanni

المساهمون: Toepfer, Marina, Bonaccolto, Giovanni

مصطلحات موضوعية: Expectile regression, Gender pay gap, Quantile regression,Penalized estimation

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000975211000003; firstpage:1; lastpage:25; numberofpages:25; journal:THE JOURNAL OF ECONOMIC INEQUALITY; https://hdl.handle.net/11567/1117137; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85153352816

الاتاحة: https://hdl.handle.net/11567/1117137
https://doi.org/10.1007/s10888-023-09565-x

المؤلفون: Haoyi Xiao, Xiaoxia He, Chunli Li

المصدر: Electronics; Volume 12; Issue 5; Pages: 1187

مصطلحات موضوعية: wind power forecasting, transformer network, expectile regression, kernel density estimation, probability density forecasting

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/electronics12051187

الاتاحة: https://doi.org/10.3390/electronics12051187

المؤلفون: Qing Wu, Fan Wang, Yu An, Ke Li

المصدر: Axioms; Volume 12; Issue 2; Pages: 204

مصطلحات موضوعية: extreme learning machine, asymmetric least square loss, expectile, correntropy, robustness

وصف الملف: application/pdf

Relation: Mathematical Analysis; https://dx.doi.org/10.3390/axioms12020204

الاتاحة: https://doi.org/10.3390/axioms12020204

المؤلفون: Kaoutar Benghzial, Hind Raki, Sami Bamansour, Mouad Elhamdi, Yahya Aalaila, Diego H. Peluffo-Ordóñez

المصدر: Atmosphere; Volume 14; Issue 2; Pages: 283

مصطلحات موضوعية: air quality, bio-meteorology, expectile regression, greenhouse gas emissions, nitrogen-based fertilizers, nitrous oxide, supervised machine learning

جغرافية الموضوع: agris

وصف الملف: application/pdf

Relation: Air Quality; https://dx.doi.org/10.3390/atmos14020283

الاتاحة: https://doi.org/10.3390/atmos14020283