𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Expectiles and M-quantiles are quantiles

✍ Scribed by M.C. Jones

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
295 KB
Volume
20
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Nonparametric regression M-quantiles
Nonparametric regression M-quantiles
✍ J. Antoch; P. Janssen πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 449 KB
A note on multivariate M-quantiles
A note on multivariate M-quantiles
✍ Jens Breckling; Philip Kokic; Oliver LΓΌbke πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 92 KB

The extension of M -quantiles to a multivariate setting was originally introduced by Breckling and Chambers (Biometrika 75 (4) (1988) 761). In certain situations, their deΓΏnition does not produce intuitive results. We present an alternative deΓΏnition that overcomes these shortcomings.

Smoothed binary regression quantiles
Smoothed binary regression quantiles
✍ Gregory Kordas πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 261 KB

## Abstract This paper extends results regarding smoothed median binary regression to general smoothed binary quantile regression, discusses the interpretation of the resulting estimators under alternative assumptions, and shows how they may be used to obtain semiparametric estimates of counterfact