Extremiles: A New Perspective on Asymmetric Least Squares-Reference-Cited by-同舟云学术

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Extremiles: A New Perspective on Asymmetric Least Squares

Published:2018-10-29 Issue:527 Volume:114 Page:1366-1381
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Daouia Abdelaati¹^ORCID,Gijbels Irène²^ORCID,Stupfler Gilles³^ORCID

Affiliation:

1. Toulouse School of Economics, University of Toulouse Capitole, Toulouse, France

2. Department of Mathematics and Leuven Statistics Research Centre, Katholieke Universiteit Leuven, Leuven, Belgium

3. School of Mathematical Sciences, University of Nottingham, Nottingham, United Kingdom

Funder

Federaal Wetenschapsbeleid

Fonds Wetenschappelijk Onderzoek

Research Fund KU Leuven

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2018.1498348

Reference48 articles.

1. Relating quantiles and expectiles under weighted-symmetry

2. Spectral measures of risk: A coherent representation of subjective risk aversion

3. Coherent Measures of Risk

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