Isotonicity properties of generalized quantiles
AbstractWe investigate whether several families of generalized quantiles (expectiles, Lp-quantiles and M-quantiles) respect various stochastic orders (the usual stochastic order, the convexity order, and the p-convexity orders).
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 11 ()
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