Meanings
nounelicitability (countable and uncountable, plural elicitabilities)
plural elicitabilities
- countableuncountableThe condition of being elicitable
Expectile, first introduced by Newey and Powell (1987) in the econometrics literature, has recently become increasingly popular in risk management and capital allocation for financial institutions due to its desirable properties such as coherence and elicitability.
2015, Yi Yang, Teng Zhang, Hui Zou, “Flexible Expectile Regression in Reproducing Kernel Hilbert Space”, in arXiv
Origin
Cite this entry
APA
elicitability. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/elicitability
MLA
“elicitability.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/elicitability. Accessed November 3, 2026.
Chicago
WatkinsX Dictionary, s.v. “elicitability,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/elicitability.
Source: elicitability on Wiktionary, CC BY-SA 4.0.