Expectile asymptotics (Q309591)
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scientific article; zbMATH DE number 6624520
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Expectile asymptotics |
scientific article; zbMATH DE number 6624520 |
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Expectile asymptotics (English)
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7 September 2016
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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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0.8785961
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0.8775437
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0.87122893
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