Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data

Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data

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Bibliographische Detailangaben
Veröffentlicht in:Journal of applied statistics. - 1991. - 48(2021), 7 vom: 17., Seite 1199-1226
1. Verfasser: Šimková, T (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2021
Zugriff auf das übergeordnete Werk:Journal of applied statistics
Schlagworte:Journal Article L-moments confidence interval generalized Pareto distribution generalized extreme-value distribution parameter and quantile estimation
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