Isotonicity properties of generalized quantiles
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Cites work
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- M-quantiles
- Asymmetric Least Squares Estimation and Testing
- Comparison methods for stochastic models and risks
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- Expectiles and \(M\)-quantiles are quantiles
- Haezendonck-Goovaerts risk measures and Orlicz quantiles
- Minimizing a Submodular Function on a Lattice
- Monotone Comparative Statics
- Optimization in function spaces. With stability considerations in Orlicz spaces.
- Quantile regression.
Cited in
(13)- Comparison of \(L_p\)-quantiles and related skewness measures
- On multivariate quantiles under partial orders
- Short communication: An axiomatization of \(\Lambda\)-quantiles
- Optimal insurance design in the presence of exclusion clauses
- Generalized quantiles as risk measures
- Stochastic orders and measures of skewness and dispersion based on expectiles
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- An expectile computation cookbook
- Expectiles, omega ratios and stochastic ordering
- On the \(L_p\)-quantiles for the Student \(t\) distribution
- Expectile asymptotics
- On elicitable risk measures
- Backtesting VaR and expectiles with realized scores
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