Jones, M. C.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1016/0167-7152(94)90031-0|
|Google Scholar:||Look up in Google Scholar|
Expectiles and M-quantiles are related to means and M-estimates of location in the same way as quantiles are related to the median. We show that expectiles and certain M-quantiles of a distribution F are precisely the ordinary quantiles of distributions G related by an explicit formula to F.
|Item Type:||Journal Article|
|Copyright Holders:||1994 Elsevier Science B. V.|
|Keywords:||asymmetric loss; M-estimation|
|Academic Unit/Department:||Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
|Depositing User:||Sarah Frain|
|Date Deposited:||19 Apr 2011 09:30|
|Last Modified:||02 Aug 2016 14:00|
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