Extremiles: a new perspective on asymmetric least squares

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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...

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Bibliographic Details
Main Authors:	Stupfler, Gilles, Daouia, Abdelaati, Gijbels, Irène
Format:	Article
Published:	Taylor & Francis 2019
Online Access:	https://eprints.nottingham.ac.uk/52820/

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