Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/81464

Title:	Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions
Authors:	Yen, Y.-M. Yen, T.-J.
Issue Date:	2020
Relation:	INTERNATIONAL JOURNAL OF FORECASTING
URI:	http://ir.sinica.edu.tw/handle/201000000A/81464
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0169-2070&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	統計科學研究所

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