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math.ST2021
Stochastic orders and measures of skewness and dispersion based on expectiles
Andreas Eberl, Bernhard Klar
Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite pro…
math.ST2019
Expectile based measures of skewness
Andreas Eberl, Bernhard Klar
In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures ar…