Comparison of Lp-quantiles and related skewness measures

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.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.description.firstpage	art. no. 109339	cs
dc.description.source	Web of Science	cs
dc.description.volume	183	cs
dc.identifier.citation	Statistics & Probability Letters. 2022, vol. 183, art. no. 109339.	cs
dc.identifier.doi	10.1016/j.spl.2021.109339
dc.identifier.issn	0167-7152
dc.identifier.issn	1879-2103
dc.identifier.uri	http://hdl.handle.net/10084/146356
dc.identifier.wos	000789652600002
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.type.status	Peer-reviewed	cs

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