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Benjamini Y · 1996

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Expectile based measures of skewness

math.ST · 2019-08-22 · accept · novelty 6.0

Expectile-based skewness measures s2(alpha) and a stop-loss skewness function S_X(t) are introduced with asymptotic theory and simulations.

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  • Expectile based measures of skewness math.ST · 2019-08-22 · accept · none · ref 6

    Expectile-based skewness measures s2(alpha) and a stop-loss skewness function S_X(t) are introduced with asymptotic theory and simulations.