Comparison of \(L_p\)-quantiles and related skewness measures
From MaRDI portal
Publication:2667589
DOI10.1016/j.spl.2021.109339zbMath1489.62046OpenAlexW4200404693MaRDI QIDQ2667589
Idir Arab, Tommaso Lando, Paulo Eduardo Oliveira
Publication date: 4 March 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2021.109339
Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymmetric Least Squares Estimation and Testing
- Isotonicity properties of generalized quantiles
- Stochastic orders
- Skewness and asymmetry: Measures and orderings
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- Continua of stochastic dominance relations for unbounded probability distributions
- Expectiles and \(M\)-quantiles are quantiles
- Expectiles, omega ratios and stochastic ordering
- Skewness and kurtosis orderings: an introduction
- Generalized quantiles as risk measures
- Omega-CVaR portfolio optimization and its worst case analysis
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- Generalizing Koenker's distribution
- Regression Quantiles
- ITERATED FAILURE RATE MONOTONICITY AND ORDERING RELATIONS WITHIN GAMMA AND WEIBULL DISTRIBUTIONS
This page was built for publication: Comparison of \(L_p\)-quantiles and related skewness measures