Expectiles and \(M\)-quantiles are quantiles (Q1332873)
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scientific article; zbMATH DE number 633675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectiles and \(M\)-quantiles are quantiles |
scientific article; zbMATH DE number 633675 |
Statements
Expectiles and \(M\)-quantiles are quantiles (English)
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4 December 1994
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asymmetric loss
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\(M\)-quantiles
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means
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\(M\)-estimates of location
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quantiles
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median
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expectiles
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0.84067893
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0.83754134
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