Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140)

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scientific article; zbMATH DE number 7697724
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Stochastic orders and measures of skewness and dispersion based on expectiles
scientific article; zbMATH DE number 7697724

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    Stochastic orders and measures of skewness and dispersion based on expectiles (English)
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    19 June 2023
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    expectile
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    skewness
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    stop-loss transform
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    dispersion order
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    dilation order
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    dispersive order
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    scale measure
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    asymptotic relative efficiency
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