Definition of Expectile. Meaning of Expectile. Synonyms of Expectile

Here you will find one or more explanations in English for the word Expectile. Also in the bottom left of the page several parts of wikipedia pages related to the word Expectile and, of course, Expectile synonyms and on the right images related to the word Expectile.

Definition of Expectile

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Meaning of Expectile from wikipedia

- In the mathematical theory of probability, the expectiles of a probability distribution are related to the expected value of the distribution in a way...
- ^{2}} . Central tendency Conditional expectation Expectation (epistemic) Expectile – related to expectations in a way analogous to that in which quantiles...
- normal distribution with the negative of an exponential distribution. The expectile distribution, which nests the Gaussian distribution in the symmetric case...
- first bucketing by quantile Interquartile range Descriptive statistics Expectile – related to expectations in a way analogous to that in which quantiles...
- Ehm, W.; Gneiting, T.; Jordan, A.; Krüger, F. (2016). "Of quantiles and expectiles: Consistent scoring functions, Choquet representations, and forecast rankings"...
- Tail conditional expectation Entropic risk measure Superhedging price Expectile Variance (or standard deviation) is not a risk measure in the above sense...