Bias-corrected score decomposition for generalized quantiles (Q5384484)

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scientific article; zbMATH DE number 7072220
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Bias-corrected score decomposition for generalized quantiles
scientific article; zbMATH DE number 7072220

    Statements

    Bias-corrected score decomposition for generalized quantiles (English)
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    24 June 2019
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    bias correction
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    consistent scoring function
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    expectile
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    local score decomposition
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    quantile
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