Expectile‐based measures of skewness

DOI10.1111/SJOS.12518OpenAlexW3131298438MaRDI QIDQ5872959FDOQ5872959

Authors: Andreas Eberl, Bernhard Klar 

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.08243

zbMATH Keywords

expectilestop-loss transformomega ratioskewness measure

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (7)

• Stochastic orders and measures of skewness and dispersion based on expectiles
• Expectile based measures of skewness
• Transform orders and stochastic monotonicity of statistical functionals
• On functional measures of skewness
• A new distance based measure of asymmetry
• Dispersive orderings induced by differences of inter risk measures
• Estimation of the adjusted standard-deviatile for extreme risks

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