Of quantiles and expectiles¶

W Ehm, T. G., Jordan, A., & Krüger, F. (2016). Of quantiles and expectiles: Consistent scoring functions, Choquet representations, and forecast rankings.

Type: Unclassified
Intellectual base: Unclassified
Year: 2016
DOI: 10.1111/rssb.12154
Link: https://doi.org/10.1111/rssb.12154

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Quantile function
- The quantile function represents a distribution by thresholds indexed by cumulative probability.

Verification¶

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Registry ID ref:745a063d86e9 · see in the full table