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Consistent scoring functions for quantiles. (English) Zbl 1327.62035

Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 163-173 (2013).
MSC:  62C05 91B06
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Data analysis and informatics. Proceedings of the 5th international symposium, organised by the Institut National de Recherche en Informatique et en Automatique, Versailles, France, 29 September-2 October 1987. (English) Zbl 0717.62002

Amsterdam etc.: North-Holland. XIII, 526 p. $ 136.75; DFL. 260.00 (1988).
Reviewer: I.Troitsky
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