Comparison of \(L_p\)-quantiles and related skewness measures (Q2667589)

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English
Comparison of \(L_p\)-quantiles and related skewness measures
scientific article

    Statements

    title
    Comparison of \(L_p\)-quantiles and related skewness measures (English)
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    author
    Idir Arab
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    Tommaso Lando
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    Paulo Eduardo Oliveira
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    publication date
    4 March 2022
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    zbMATH Keywords
    expectiles
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    stochastic orders
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    odds function
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    omega ratio
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    log-concavity
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    Identifiers

    Mathematics Subject Classification ID
    62E10
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    60E15
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    62J05
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    62E15
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    62G30
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    zbMATH DE Number
    7484412
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    OpenAlex ID
    W4200404693
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