Discussion: The beauty of expectiles

DOI10.1177/1471082X13494313OpenAlexW1969817956MaRDI QIDQ4970817

Paul H. C. Eilers

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x13494313

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Expectiles, omega ratios and stochastic ordering ⋮ A class of distortion measures generated from expectile and its estimation ⋮ Dimension reduction techniques for conditional expectiles ⋮ Parametric expectile regression and its application for premium calculation ⋮ Expectile and quantile regression—David and Goliath? ⋮ Local linear estimate of the functional expectile regression ⋮ Nonparametric estimation of expectile regression in functional dependent data

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