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When Are Expectiles Percentiles?

Published online by Cambridge University Press:  18 October 2010

Roger Koenker
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Type
Problems
Information
Econometric Theory , Volume 8 , Issue 3 , September 1992 , pp. 423 - 424
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1. Newey, W. & Powell, J.. Asymmetric least squares estimation and testing. Econometrica 55 (1987): 819–847.CrossRefGoogle Scholar
2. Ferguson, T.S. Mathematical Statistics: A Decision Theoretic Approach. New York: Academic Press, 1967.Google Scholar
3. Efron, B. Regression percentiles using asymmetric squared error loss. Statistica Sinica 1 (1991): 93–126.Google Scholar