Abstract: Expectiles and M-quantiles are related to means and M-estimates of location in the same way as quantiles are related to the median. We show that expectiles and certain M-quantiles of a distribution F are precisely the ordinary quantiles of distributions G related by an explicit formula to F.
Publication Year: 1994
Publication Date: 1994-05-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 177
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