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Original Articles

Asymmetric least squares regression estimation: A nonparametric approachFootnote

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Pages 273-292 | Published online: 12 Apr 2007

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Eliana Christou. (2023) Dimension reduction techniques for conditional expectiles. Statistics 57:4, pages 960-985.
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Shangyu Xie, Yong Zhou & Alan T. K. Wan. (2014) A Varying-Coefficient Expectile Model for Estimating Value at Risk. Journal of Business & Economic Statistics 32:4, pages 576-592.
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