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Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
Bignozzi, Valeria
;
Merlo, Luca
;
Petrella, Lea
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 44-50
Persistent link: https://www.econbiz.de/10015066778
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Isotonicity properties of
generalized
quantiles
Bellini, Fabio
- In:
Statistics & Probability Letters
82
(
2012
)
11
,
pp. 2017-2024
We investigate whether several families of
generalized
quantiles
(expectiles, Lp-quantiles and M-quantiles) respect …
Persistent link: https://www.econbiz.de/10010593896
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