RELATING QUANTILES AND EXPECTILES UNDER WEIGHTED-SYMMETRY

被引：47

作者：

ABDOUS, B

REMILLARD, B

机构：

[1] Département de mathématiques et d'informatique, Université du Québec à Trois-Rivières, Trois-Rivières, G9A 5H7, Québec

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1995年 / 47卷 / 02期

关键词：

QUANTILES; EXPECTILES; WEIGHTED SYMMETRY; SPLIT-MODELS;

D O I：

10.1007/BF00773468

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Recently, quantiles and expectiles of a regression function have been investigated by several authors. In this work, we give a sufficient 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.

引用

页码：371 / 384

页数：14

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