Flexible modelling and expectile regression with applications in risk measures KU Leuven
In statistics a core question is how a variable of interest Y is influenced by a vector of explanatory factors X. There are several ways to quantify such influences. For example, by studying how Y is influenced on average by X (i.e the conditional mean E(Y|X) or shortly mean regression), or by looking at a conditional median (and generally conditional quantiles). In recent years there is a lot of interest in expectile regression, which can be ...