Extremiles: a new perspective on asymmetric least squares
Quantiles and expectiles of a distribution are found to be useful descriptors of its tail in the same way as the median and mean are related to its central behavior. This paper considers a valuable alternative class to expectiles, called extremiles, which parallels the class of quantiles and include...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
Taylor & Francis
2019
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| Online Access: | https://eprints.nottingham.ac.uk/52820/ |