Expectile asymptotics (Q309591): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / Wikidata QID
 
Property / Wikidata QID: Q60430057 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1509.06866 / rank
 
Normal rank
Property / cites work
 
Property / cites work: M-estimators converging to a stable limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Isotonicity properties of generalized quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized quantiles as risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>M</i>-quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Making and Evaluating Point Forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to empirical processes and semiparametric inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference for Expectile‐based Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric Least Squares Estimation and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the measurability and consistency of minimum contrast estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: On confidence intervals for semiparametric expectile regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency. of infinite dimensional <i>M‐</i> estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: COHERENCE AND ELICITABILITY / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:47, 12 July 2024

scientific article
Language Label Description Also known as
English
Expectile asymptotics
scientific article

    Statements

    Expectile asymptotics (English)
    0 references
    0 references
    0 references
    0 references
    7 September 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    M-estimator
    0 references
    expectiles
    0 references
    convergence to stable distributions
    0 references
    asymptotic normality
    0 references
    uniform central limit theorem
    0 references
    0 references
    0 references