Expectile‐based measures of skewness

DOI10.1111/sjos.12518OpenAlexW3131298438MaRDI QIDQ5872959

Bernhard Klar, Andreas Eberl

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.08243

zbMATH Keywords

stop-loss transformexpectileomega ratioskewness measure

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Dispersive orderings induced by differences of inter risk measures ⋮ Transform orders and stochastic monotonicity of statistical functionals ⋮ Stochastic orders and measures of skewness and dispersion based on expectiles ⋮ A new distance based measure of asymmetry

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