Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/sac/ZhaoTC05
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2005
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Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions.
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1
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5-11
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dc:
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asymmetric loss function; nonlinear time series; optimization; prediction; smooth approximation; lynx data
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Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions.
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