Relating quantiles and expectiles under weighted-symmetry
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 47 (1995)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, vol. 55(4), pages 819-47, July.
- Leffrancois, Pierre, 1989. "Allowing for asymmetry in forecast errors : Results from a Monte-Carlo study," International Journal of Forecasting, Elsevier, vol. 5(1), pages 99-110.
- Aigner, D J & Amemiya, Takeshi & Poirier, Dale J, 1976. "On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 377-96, June.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Russo, Giovanni & Hassink, Wolter, 2011. "Multiple Glass Ceilings," IZA Discussion Papers 5828, Institute for the Study of Labor (IZA).
- Giovanni Russo & Wolter Hassink, 2012. "Multiple Glass Ceilings," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 51(4), pages 892-915, October.
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