Generalizing Koenker's distribution

DOI10.1016/J.JSPI.2013.12.004MaRDI QIDQ2437869zbMATH OpenOpenAlexFDO

Authors Hui Zou

Publication date 13 March 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.12.004

zbMATH Keywords

expectileKoenker's distributionquantile

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

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• Expectile asymptotics
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Cites work

• M-quantiles
• Asymmetric Least Squares Estimation and Testing
• Asymmetric least squares regression estimation: A nonparametric approach^∗
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• Quantile regression.
• Quantiles, expectiles and splines
• Regression Quantiles

Cited in

(5)

• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
• On the \(L_p\)-quantiles for the Student \(t\) distribution
• Comparison of \(L_p\)-quantiles and related skewness measures
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution
• An expectile computation cookbook

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