Relating quantiles and expectiles under weighted-symmetry
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Publication:1901684
DOI10.1007/BF00773468zbMath0833.62013OpenAlexW1983056414MaRDI QIDQ1901684
Bruno Rémillard, Belkacem Abdous
Publication date: 8 November 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00773468
symmetrymeanmedianquantilessufficient conditionexpectilessample estimators of expectilessplit-modelsweighted-symmetry
Point estimation (62F10) Exact distribution theory in statistics (62E15) General nonlinear regression (62J02)
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