Relating quantiles and expectiles under weighted-symmetry
نویسنده
چکیده
Recently, quantiles and expectiles of a regression function have been investigated by several authors. In this work, we give a suu-cient condition under which a quantile and an expectile coincide. We extend some classical results known for mean, median and symmetry to expectiles, quantiles and weighted-symmetry. We also study split-models and sample estimators of expectiles.
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تاریخ انتشار 1995