Expectiles and \(M\)-quantiles are quantiles
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Publication:1332873
DOI10.1016/0167-7152(94)90031-0zbMath0801.62012OpenAlexW2044551864MaRDI QIDQ1332873
Publication date: 4 December 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90031-0
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Cites Work
- Asymmetric Least Squares Estimation and Testing
- Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
- Some results on generalized regression quantiles
- M-quantiles
- Poisson Overdispersion Estimates Based on the Method of Asymmetric Maximum Likelihood
- Regression Quantiles
- Robust Statistics
