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  • Search: subject:"Generalized quantiles"
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Expectiles 2 Generalized quantiles 2 Isotonicity 1 Partial moments 1 Portfolio selection 1 Portfolio-Management 1 Quantiles 1 Regression analysis 1 Regressionsanalyse 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Risk measures 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic orders 1 Students 1 Studierende 1 Submodularity 1 Theorie 1 Theory 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Bellini, Fabio 1 Bignozzi, Valeria 1 Merlo, Luca 1 Petrella, Lea 1
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Insurance : mathematics and economics 1 Statistics & Probability Letters 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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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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