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Extremiles: a new perspective on asymmetric least squares

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Figure

Figure 1: Results forpanels) of γ  1{4 – MSE estimates (top panels) and bias estimates (bottom ξpM,τ n1 {ξτ 1n (solid line) and pξQ,τ n1 {ξτ 1n (dashed line) as functions of k, for the Fr´echet,Pareto and Student distributions, respectively, from left to right.
Figure 3: As in Figure 1 with γ  2{5.
Figure 4: Trended Hurricane Losses data. (Left) Histogram and scatterplot; (Right) Em-
Figure 5: SOA Group Medical Insurance data. (a) Histogram and scatterplot of the log-

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