The Estimation of Bent Line Expectile Regression Model Based on a Smoothing Technique

The Estimation of Bent Line Expectile Regression Model Based on a Smoothing Technique

A bent line expectile regression model can describe the effect of a covariate on the response variable with two different straight lines, which intersect at an unknown change-point. Due to the existence of the change-point, the objective function of the model is not differentiable with respect to th...

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Bibliographic Details
Main Authors: Jie Liu, Jiaqing Chen, Yangxin Huang
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Symmetry
Subjects:
bent line expectile model
change-point
smoothing technique
estimation
Online Access:https://www.mdpi.com/2073-8994/14/7/1320

Internet

https://www.mdpi.com/2073-8994/14/7/1320

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