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Jones, M. C.
(1994).
DOI: https://doi.org/10.1016/0167-7152(94)90031-0
Abstract
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.
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About
- Item ORO ID
- 28239
- Item Type
- Journal Item
- ISSN
- 0167-7152
- Keywords
- asymmetric loss; M-estimation
- Academic Unit or School
-
Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM) - Copyright Holders
- © 1994 Elsevier Science B. V.
- Depositing User
- Sarah Frain