An expectile computation cookbook
Year of publication: |
July 2023
|
---|---|
Authors: | Daouia, Abdelaati ; Stupfler, Gilles ; Usseglio-Carleve, Antoine |
Publisher: |
[Toulouse] : [Toulouse School of Economics] |
Subject: | Control variates | Exact computation | Expectiles | Monte-Carlo sampling | Newton-Raphson method | Quadratic convergence | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis |
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