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Relating quantiles and expectiles under weighted-symmetry

Belkacem Abdous and Bruno Remillard ()

Annals of the Institute of Statistical Mathematics, 1995, vol. 47, issue 2, 384 pages

Keywords: Quantiles; expectiles; weighted-symmetry; splitmodels (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (28)

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DOI: 10.1007/BF00773468

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