Stochastic orders and measures of skewness and dispersion based on expectiles
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DOI: 10.1007/s00362-022-01331-x
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- Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe, 1997. "The dilation order, the dispersion order, and orderings of residual lives," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 263-275, May.
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Keywords
Expectile; Skewness; Stop-loss transform; Dispersion order; Dilation order; Dispersive order; Scale measure; Asymptotic relative efficiency;All these keywords.
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