B. Abdous et B. Remillard, RELATING QUANTILES AND EXPECTILES UNDER WEIGHTED-SYMMETRY, Annals of the Institute of Statistical Mathematics, 47(2), 1995, pp. 371-384
Citations number
25
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Recently, quantiles and expectiles of a regression function have been
investigated by several authors. In this work, we give a sufficient co
ndition under which a quantile and an expectile coincide. We extend so
me classical results known for mean, median and symmetry to expectiles
, quantiles and weighted-symmetry. We also study split-models and samp
le estimators of expectiles.