Jones, M. C.
(1994).
| DOI (Digital Object Identifier) Link: | http://dx.doi.org/doi:10.1016/0167-7152(94)90031-0 |
|---|---|
| Google Scholar: | Look up in Google Scholar |
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.
| Item Type: | Journal Article |
|---|---|
| Copyright Holders: | 1994 Elsevier Science B. V. |
| ISSN: | 0167-7152 |
| Keywords: | asymmetric loss; M-estimation |
| Academic Unit/Department: | Mathematics, Computing and Technology > Mathematics and Statistics |
| Item ID: | 28239 |
| Depositing User: | Sarah Frain |
| Date Deposited: | 19 Apr 2011 09:30 |
| Last Modified: | 19 Apr 2011 09:30 |
| URI: | http://oro.open.ac.uk/id/eprint/28239 |
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