RELATING QUANTILES AND EXPECTILES UNDER WEIGHTED-SYMMETRY

Authors
ABDOUS B REMILLARD B
Citation
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
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
47
Issue
2
Year of publication
1995
Pages
371 - 384
Database
ISI
SICI code
0020-3157(1995)47:2<371:RQAEUW>2.0.ZU;2-K
Abstract
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.