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stat.AP2021
Estimations of the Local Conditional Tail Average Treatment Effect
Le-Yu Chen, Yu-Min Yen
The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity an…
stat.AP2017
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
Yu-Min Yen, Tso-Jung Yen
Forecast evaluations aim to choose an accurate forecast for making decisions by using loss functions. However, different loss functions often generate different ranking results for…