findroot

Numeric vector of level between 0 and 1 where 0.5 corresponds
to the mean.

omega

Alpha value corresponding to the omega value given by the
one-to-one mapping

alpha

The order of the local polynomial estimator. In default setting,
<code>p=1</code>.

Ont-to-one mapping (see Proposition 1 in Adam and Gijbels (2021a))

Provides the local polynomial expectile regression method and different bandwidth selection procedures. The codes include local polynomial univariate expectile regression with several data-driven methods for bandwidth selection; local linear bivariate and trivariate expectile regression; and partially linear expectile regression, allowing for different errors structures (homoscedastic error and various heteroscedastic error structures). For more details, see Adam and Gijbels (2021a) <doi:10.1007/s10463-021-00799-y> and Adam and Gijbels (2021b) <doi:10.1007/978-3-030-73249-3_8>.

findroot: One-to-one mapping relating expectiles and quantiles

Description

Usage

Arguments

Value

References