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An expectile computation cookbook - MaRDI portal

An expectile computation cookbook (Q6547781)

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scientific article; zbMATH DE number 7857752
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English
An expectile computation cookbook
scientific article; zbMATH DE number 7857752

    Statements

    title
    An expectile computation cookbook (English)
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    author
    Abdelaati Daouia
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    Gilles Stupfler
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    publication date
    31 May 2024
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    zbMATH Keywords
    control variates
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    exact computation
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    expectiles
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    Monte Carlo sampling
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    Newton-Raphson method
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    quadratic convergence
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    cites work
    Q3560912
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    <i>M</i>-quantiles
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    Q5485944
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    Expectile asymptotics
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    Q3413299
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    Identifiers

    zbMATH DE Number
    7857752
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