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Extremiles: A New Perspective on Asymmetric Least Squares - MaRDI portal

Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482)

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scientific article; zbMATH DE number 7128446
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Extremiles: A New Perspective on Asymmetric Least Squares
scientific article; zbMATH DE number 7128446

    Statements

    title
    Extremiles: A New Perspective on Asymmetric Least Squares (English)
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    author
    Abdelaati Daouia
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    Irène Gijbels
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    Gilles Stupfler
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    publication date
    12 November 2019
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    zbMATH Keywords
    coherence
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    expectile
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    extreme-value theory
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    extremile
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    quantile
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    spectral risk measures
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    cites work
    Q3331506
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    Statistics of Extremes
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    Q5288953
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    Q5485944
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    Q4451073
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    Q4343010
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    Expectile asymptotics
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    Regression Quantiles
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    Q5253267
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    Heavy-Tail Phenomena
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    Identifiers

    zbMATH DE Number
    7128446
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    OpenAlex ID
    W2884758310
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    Wikidata QID
    Q129497684
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