Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140)
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scientific article; zbMATH DE number 7697724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic orders and measures of skewness and dispersion based on expectiles |
scientific article; zbMATH DE number 7697724 |
Statements
Stochastic orders and measures of skewness and dispersion based on expectiles (English)
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19 June 2023
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expectile
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skewness
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stop-loss transform
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dispersion order
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dilation order
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dispersive order
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scale measure
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asymptotic relative efficiency
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