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Relating quantiles and expectiles under weighted-symmetry

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  • Belkacem Abdous
  • Bruno Remillard

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  • Belkacem Abdous & Bruno Remillard, 1995. "Relating quantiles and expectiles under weighted-symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 371-384, June.
    • Handle: RePEc:spr:aistmt:v:47:y:1995:i:2:p:371-384
    DOI: 10.1007/BF00773468
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    References listed on IDEAS

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    1. Aigner, D J & Amemiya, Takeshi & Poirier, Dale J, 1976. "On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 377-396, June.
    2. J. Th. Runnenburg, 1978. "Mean, median, mode," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 32(2), pages 73-79, June.
    3. Leffrancois, Pierre, 1989. "Allowing for asymmetry in forecast errors : Results from a Monte-Carlo study," International Journal of Forecasting, Elsevier, vol. 5(1), pages 99-110.
    4. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    5. Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, vol. 55(4), pages 819-847, July.
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