@article{ofquantilesandexpectilesconsistent,
  title = {Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings},
  author = {Werner Ehm and Tilmann Gneiting and Alexander Jordan and Fabian Krüger},
  year = {2015},
  eprint = {1503.08195},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1503.08195v2},
}