The article contributes to the ongoing search for a market risk measure that is both coherent
and elicitable. We compare two traditional measures, namely Value-at-Risk and the …

In this study, we aimed to analyse the relationship between body composition and
bioelectrical variables in children and adolescents. The sample was composed of 6801 …

An M-quantile regression model is developed for the analysis of multiple dependent
outcomes by introducing the notion of directional M-quantiles for multivariate responses. In …

A substantial body of work in the last 15 years has shown that expectiles constitute an
excellent candidate for becoming a standard tool in probabilistic and statistical modeling …

In this paper we propose a new method for probabilistic forecasting of electricity prices. It is
based on averaging point forecasts from different models combined with expectile …

For a mixed-type dataset, we propose a new procedure to assess the quality of an
observation as a central tendency. Next, we apply this technique to valuate the functional …

Recently introduced cone distribution functions from statistics are turned into multi-criteria
decision making (MCDM) tools. It is demonstrated that this procedure can be considered as …

In this work, we introduce a three-step semiparametric methodology for the estimation of
production frontiers. We consider a model inspired by the well-known Cobb-Douglas …

Recently defined expectile regions capture the idea of centrality with respect to a
multivariate distribution, but fail to describe the tail behavior while it is not at all clear what …

For a univariate distribution, its M-quantiles are obtained as solutions to asymmetric
minimization problems dealing with the distance of a random variable to a fixed point. The …