(Received May 10, 1993; revised October 5, 1994)
Abstract. Recently, quantiles and expectiles of a regression function have been investigated by several authors. In this work, we give a sufficient condition under which a quantile and an expectile coincide. We extend some classical results known for mean, median and symmetry to expectiles, quantiles and weighted-symmetry. We also study split-models and sample estimators of expectiles.
Key words and phrases: Quantiles, expectiles, weighted-symmetry, split models.
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