The semiparametric varying-coefficient composite expectile regression model in risk measurement and its application

LIU Xiaoqian, ZHOU Yong

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (8) : 2176-2192.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (8) : 2176-2192. DOI: 10.12011/1000-6788-2020-0058-17

The semiparametric varying-coefficient composite expectile regression model in risk measurement and its application

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(8): 2176-2192 https://doi.org/10.12011/1000-6788-2020-0058-17

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