Expectile asymptotics (Q309591)

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Expectile asymptotics
scientific article

    Statements

    title
    Expectile asymptotics (English)
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    author
    Hajo Holzmann
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    Bernhard Klar
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    publication date
    7 September 2016
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    zbMATH Keywords
    M-estimator
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    expectiles
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    convergence to stable distributions
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    asymptotic normality
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    uniform central limit theorem
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    Identifiers

    DOI
    10.1214/16-EJS1173
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    Mathematics Subject Classification ID
    62E20
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    60F05
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    60E07
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    zbMATH DE Number
    6624520
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    Wikidata QID
    Q60430057
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