On the public citation graph

Expectile Factor Models

0 signed · 18 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/qj.210openalex-snapshot

Can multi‐model combination really enhance the prediction skill of probabilistic ensemble forecasts?

inferredcites →https://doi.org/10.1007/978-1-4757-2545-2openalex-snapshot

Weak Convergence and Empirical Processes

inferredcites →https://doi.org/10.1007/s00181-025-02733-0openalex-snapshot

Inflation co-movement: new insights from quantile factor model

inferredcites →https://doi.org/10.1016/0167-7152(94)90031-0openalex-snapshot

Expectiles and M-quantiles are quantiles

inferredcites →https://doi.org/10.1016/j.jeconom.2008.12.002openalex-snapshot

Assessing value at risk with CARE, the Conditional Autoregressive Expectile models

inferredcites →https://doi.org/10.1016/j.jeconom.2020.11.002openalex-snapshot

Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions

inferredcites →https://doi.org/10.1016/j.jeconom.2022.02.003openalex-snapshot

Group fused Lasso for large factor models with multiple structural breaks

inferredcites →https://doi.org/10.1016/j.jeconom.2023.02.002openalex-snapshot

Shrinkage estimation of multiple threshold factor models

inferredcites →https://doi.org/10.1080/01621459.1999.10473882openalex-snapshot

Goodness of Fit and Related Inference Processes for Quantile Regression

inferredcites →https://doi.org/10.1080/07350015.2020.1811101openalex-snapshot

Large-Dimensional Factor Analysis Without Moment Constraints

inferredcites →https://doi.org/10.1080/1351847x.2015.1052150openalex-snapshot

Risk management with expectiles

inferredcites →https://doi.org/10.1111/1468-0262.00273openalex-snapshot

Determining the Number of Factors in Approximate Factor Models

inferredcites →https://doi.org/10.1111/1468-0262.00392openalex-snapshot

Inferential Theory for Factor Models of Large Dimensions

inferredcites →https://doi.org/10.1111/ecca.12491openalex-snapshot

Heterogeneous predictive association of CO 2 with global warming

inferredcites →https://doi.org/10.1162/rest_a_00519openalex-snapshot

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension

inferredcites →https://doi.org/10.1198/106186007x180336openalex-snapshot

A Finite Smoothing Algorithm for Quantile Regression

inferredcites →https://doi.org/10.2139/ssrn.3730468openalex-snapshot

Quantile Factor Models

inferredcites →https://doi.org/10.2307/1911031openalex-snapshot

Asymmetric Least Squares Estimation and Testing

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.