| dc.contributor.author | Arab, Idir | |
| dc.contributor.author | Lando, Tommaso | |
| dc.contributor.author | Oliveira, Paulo Eduardo | |
| dc.date.accessioned | 2022-07-11T06:56:06Z | |
| dc.date.available | 2022-07-11T06:56:06Z | |
| dc.date.issued | 2022 | |
| dc.identifier.citation | Statistics & Probability Letters. 2022, vol. 183, art. no. 109339. | cs |
| dc.identifier.issn | 0167-7152 | |
| dc.identifier.issn | 1879-2103 | |
| dc.identifier.uri | http://hdl.handle.net/10084/146356 | |
| dc.description.abstract | We prove comparison results between -quantiles of different degrees, including the ordinary quantiles and the expectiles, and derive the convexity of the corresponding generalized odds functions. Moreover, we show that the expectile order is a suitable order of skewness. | cs |
| dc.language.iso | en | cs |
| dc.publisher | Elsevier | cs |
| dc.relation.ispartofseries | Statistics & Probability Letters | cs |
| dc.relation.uri | https://doi.org/10.1016/j.spl.2021.109339 | cs |
| dc.rights | © 2021 Elsevier B.V. All rights reserved. | cs |
| dc.subject | expectiles | cs |
| dc.subject | stochastic orders | cs |
| dc.subject | odds function | cs |
| dc.subject | Omega ratio | cs |
| dc.subject | log-concavity | cs |
| dc.title | Comparison of Lp-quantiles and related skewness measures | cs |
| dc.type | article | cs |
| dc.identifier.doi | 10.1016/j.spl.2021.109339 | |
| dc.type.status | Peer-reviewed | cs |
| dc.description.source | Web of Science | cs |
| dc.description.volume | 183 | cs |
| dc.description.firstpage | art. no. 109339 | cs |
| dc.identifier.wos | 000789652600002 | |