Continuous Threshold Expectile Regression

Estimation and inference methods for the continuous threshold expectile regression. It can fit the continuous threshold expectile regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). A continuous threshold expectile regression, submitted."


Reference manual

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1.1.0 by Feipeng Zhang, 5 years ago

Browse source code at

Authors: Feipeng Zhang [aut, cre] , Qunhua Li [aut]

Documentation:   PDF Manual  

GPL (>= 2.0) license

Depends on Matrix

See at CRAN