Stochastic orders and measures of skewness and dispersion based on expectiles

DOI10.1007/s00362-022-01331-xzbMath1524.62066arXiv2108.06138OpenAlexW3196212673MaRDI QIDQ6099140

Bernhard Klar, Andreas Eberl

Publication date: 19 June 2023

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

Full work available at URL: https://arxiv.org/abs/2108.06138

zbMATH Keywords

asymptotic relative efficiencyskewnessstop-loss transformdispersive orderdilation orderexpectiledispersion orderscale measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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