Expectile asymptotics
From MaRDI portal
Publication:309591
DOI10.1214/16-EJS1173zbMath1397.62075arXiv1509.06866WikidataQ60430057 ScholiaQ60430057MaRDI QIDQ309591
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.06866
asymptotic normalityuniform central limit theoremM-estimatorconvergence to stable distributionsexpectiles
Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
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